-59.4%
NKE vs ZETA
+274.1%
-333.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.4% | -2.0% |
| 7D | -5.5% | -6.5% | +0.9% | -4.8% |
| 30D | -10.4% | +4.8% | -15.3% | -11.0% |
| 3M | -15.8% | +53.3% | -69.1% | -20.1% |
| 6M | -33.4% | +66.8% | -100.2% | -37.8% |
| YTD | -41.0% | +50.2% | -91.2% | -44.5% |
| 1Y | -49.1% | +62.0% | -111.1% | -52.8% |
| All | -59.4% | +274.1% | -333.5% | -70.2% |
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