+252.6%
ZETA vs OVV
+132.0%
+120.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.7% | -2.3% | -3.6% |
| 7D | +2.7% | +0.3% | +2.4% | +2.6% |
| 30D | +15.8% | +11.7% | +4.1% | +12.4% |
| 3M | +35.4% | +9.8% | +25.6% | +31.1% |
| 6M | +67.1% | +26.6% | +40.5% | +54.2% |
| YTD | +54.1% | +67.0% | -13.0% | +30.1% |
| 1Y | +67.8% | +55.9% | +11.9% | +43.8% |
| 3Y | +311.4% | +45.5% | +265.9% | +247.2% |
| 5Y | +324.8% | +157.3% | +167.4% | +186.1% |
| All | +252.6% | +132.0% | +120.6% | +135.1% |
Cumulative growth
Daily Returns
Daily percentage return beside OVV.
Daily Out/Under-Performance
Portfolio return minus OVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OVV 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 OVV 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