+16.5%
ORCL vs ZETA
+361.9%
-345.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +7.6% | +1.2% | +7.1% |
| 7D | +3.8% | +18.8% | -15.0% | -0.1% |
| 30D | -6.6% | +12.6% | -19.2% | -8.9% |
| 3M | -11.4% | +29.5% | -40.9% | -16.4% |
| 6M | -33.3% | +128.6% | -161.9% | -44.2% |
| YTD | -33.3% | +85.5% | -118.7% | -42.5% |
| 1Y | -44.9% | +90.6% | -135.5% | -52.8% |
| All | +16.5% | +361.9% | -345.4% | -16.4% |
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 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