+239.5%
ZETA vs OSCR
+17.0%
+222.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.4% |
| 7D | -3.7% | +1.6% | -5.3% | -4.1% |
| 30D | +5.7% | +10.7% | -5.0% | +3.2% |
| 3M | +50.4% | +13.4% | +37.1% | +45.6% |
| 6M | +65.5% | +144.6% | -79.1% | +33.2% |
| YTD | +48.3% | +128.0% | -79.7% | +21.0% |
| 1Y | +45.4% | +68.7% | -23.3% | +24.5% |
| 3Y | +270.8% | +398.8% | -128.0% | +128.4% |
| 5Y | +336.1% | +87.3% | +248.9% | +163.3% |
| All | +239.5% | +17.0% | +222.5% | +120.5% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 OSCR 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