+23.6%
EOG vs ZETA
+68.7%
-45.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.1% | +3.5% | -0.7% |
| 7D | +1.3% | +2.7% | -1.4% | +1.4% |
| 30D | +8.2% | +15.8% | -7.6% | +9.0% |
| 3M | +3.8% | +35.4% | -31.6% | +5.8% |
| 6M | +15.3% | +67.1% | -51.8% | +18.3% |
| YTD | +41.7% | +54.1% | -12.3% | +44.9% |
| 1Y | +23.6% | +67.8% | -44.3% | +27.1% |
| All | +23.6% | +68.7% | -45.2% | +27.1% |
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