-54.9%
ADBE vs ZETA
+272.3%
-327.2%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.7% |
| 7D | -8.9% | -0.1% | -8.8% | -8.9% |
| 30D | -6.6% | +10.5% | -17.1% | -8.1% |
| 3M | +7.1% | +44.3% | -37.2% | +0.7% |
| 6M | -9.8% | +59.4% | -69.2% | -16.7% |
| YTD | -27.2% | +49.5% | -76.7% | -32.6% |
| 1Y | -28.0% | +62.7% | -90.7% | -34.3% |
| All | -54.9% | +272.3% | -327.2% | -68.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling