-48.9%
NKE vs ZETA
+60.9%
-109.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.7% |
| 7D | -4.2% | -3.7% | -0.4% | -3.7% |
| 30D | -8.2% | +5.7% | -13.9% | -9.0% |
| 3M | -19.1% | +50.4% | -69.5% | -24.1% |
| 6M | -32.6% | +65.5% | -98.1% | -38.6% |
| YTD | -40.7% | +48.3% | -89.0% | -45.4% |
| 1Y | -48.9% | +45.4% | -94.2% | -53.4% |
| All | -48.9% | +60.9% | -109.7% | -53.4% |
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