-50.2%
ADBE vs ZETA
+247.9%
-298.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -4.1% | -2.7% | -6.0% |
| 7D | -8.6% | +2.7% | -11.2% | -9.0% |
| 30D | +2.8% | +15.8% | -13.0% | 0.0% |
| 3M | +3.1% | +35.4% | -32.3% | -2.8% |
| 6M | -2.4% | +67.1% | -69.5% | -11.7% |
| YTD | -23.9% | +54.1% | -77.9% | -30.5% |
| 1Y | -22.6% | +67.8% | -90.4% | -31.0% |
| 3Y | -52.7% | +311.4% | -364.1% | -68.4% |
| 5Y | -60.0% | +324.8% | -384.8% | -74.8% |
| All | -50.2% | +247.9% | -298.2% | -68.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling