+67.1%
ZETA vs OMC
+0.1%
+67.1%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.5% | -1.6% | -2.3% |
| 7D | +2.7% | -6.4% | +9.1% | +7.4% |
| 30D | +15.8% | +1.1% | +14.7% | +15.1% |
| 3M | +35.4% | +10.4% | +25.0% | +23.8% |
| 6M | +67.1% | -1.7% | +68.8% | +78.1% |
| All | +67.1% | +0.1% | +67.1% | +78.1% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded OMC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling