+56.9%
ORCL vs ZETA
+259.8%
-203.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.5% | -1.3% | +2.4% |
| 7D | +0.5% | +6.2% | -5.7% | -0.5% |
| 30D | -15.3% | -2.0% | -13.3% | -14.9% |
| 3M | -18.2% | +21.7% | -39.9% | -20.9% |
| 6M | -38.4% | +89.1% | -127.6% | -44.7% |
| YTD | -37.7% | +59.3% | -97.0% | -43.0% |
| 1Y | -49.3% | +66.2% | -115.4% | -53.9% |
| 3Y | +10.6% | +297.3% | -286.7% | -14.4% |
| 5Y | +35.5% | +227.5% | -192.0% | +2.1% |
| All | +56.9% | +259.8% | -203.0% | +18.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling