+117.2%
EOG vs ZETA
+247.9%
-130.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.1% | +3.5% | -0.3% |
| 7D | +1.3% | +2.7% | -1.4% | +1.1% |
| 30D | +8.2% | +15.8% | -7.6% | +7.1% |
| 3M | +3.8% | +35.4% | -31.6% | +1.5% |
| 6M | +15.3% | +67.1% | -51.8% | +10.7% |
| YTD | +41.7% | +54.1% | -12.3% | +36.3% |
| 1Y | +23.6% | +67.8% | -44.3% | +17.4% |
| 3Y | +23.3% | +311.4% | -288.1% | +1.1% |
| 5Y | +170.4% | +324.8% | -154.4% | +109.1% |
| All | +117.2% | +247.9% | -130.7% | +78.9% |
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