-25.9%
ADBE vs ZETA
+84.8%
-110.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.6% | -1.7% | +0.2% |
| 7D | -0.5% | -5.0% | +4.5% | +0.9% |
| 30D | +4.1% | -3.3% | +7.4% | +4.8% |
| 3M | -3.5% | +31.0% | -34.5% | -11.6% |
| 6M | -2.2% | +72.2% | -74.3% | -17.8% |
| YTD | -29.0% | +56.2% | -85.2% | -40.1% |
| 1Y | -25.9% | +90.3% | -116.2% | -39.0% |
| All | -25.9% | +84.8% | -110.7% | -39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ZETA.
Daily Out/Under-Performance
Portfolio return minus ZETA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZETA 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 1y: compounded portfolio wealth divided by compounded ZETA 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…
1y analysis · Full analysis span regression · 6 months rolling