+252.6%
ZETA vs OMC
+18.4%
+234.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.5% | -1.6% | -2.4% |
| 7D | +2.7% | -6.4% | +9.1% | +7.2% |
| 30D | +15.8% | +1.1% | +14.7% | +15.1% |
| 3M | +35.4% | +10.4% | +25.0% | +26.1% |
| 6M | +67.1% | -1.7% | +68.8% | +68.1% |
| YTD | +54.1% | +4.4% | +49.6% | +47.5% |
| 1Y | +67.8% | +8.4% | +59.4% | +54.5% |
| 3Y | +311.4% | +14.4% | +297.0% | +259.9% |
| 5Y | +324.8% | +33.9% | +290.9% | +211.3% |
| All | +252.6% | +18.4% | +234.3% | +160.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling