-68.1%
NKE vs ZETA
+241.7%
-309.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.5% |
| 7D | -0.1% | -2.4% | +2.4% | +0.2% |
| 30D | -7.7% | +15.6% | -23.2% | -9.5% |
| 3M | -10.9% | +41.5% | -52.4% | -15.4% |
| 6M | -31.9% | +63.4% | -95.3% | -36.9% |
| YTD | -38.6% | +51.3% | -89.9% | -42.9% |
| 1Y | -46.9% | +65.8% | -112.7% | -51.6% |
| 3Y | -58.2% | +279.2% | -337.4% | -68.9% |
| 5Y | -74.0% | +341.8% | -415.8% | -81.7% |
| All | -68.1% | +241.7% | -309.8% | -77.6% |
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