-31.7%
NKE vs ZETA
+84.8%
-116.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.6% | +2.6% | +4.9% |
| 7D | +9.0% | -5.0% | +14.0% | +9.7% |
| 30D | +19.2% | -3.3% | +22.6% | +19.6% |
| 3M | -1.5% | +31.0% | -32.5% | -5.4% |
| 6M | -4.2% | +72.2% | -76.3% | -12.5% |
| YTD | -34.8% | +56.2% | -90.9% | -40.4% |
| 1Y | -31.7% | +90.3% | -122.0% | -38.7% |
| All | -31.7% | +84.8% | -116.5% | -38.7% |
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