+25.6%
EOG vs ZETA
+272.3%
-246.7%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.2% |
| 7D | -1.3% | -0.1% | -1.2% | -1.3% |
| 30D | +3.4% | +10.5% | -7.1% | +3.1% |
| 3M | +7.8% | +44.3% | -36.5% | +6.8% |
| 6M | +13.4% | +59.4% | -46.1% | +11.8% |
| YTD | +43.5% | +49.5% | -6.0% | +41.5% |
| 1Y | +29.7% | +62.7% | -33.0% | +27.0% |
| All | +25.6% | +272.3% | -246.7% | +12.3% |
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