+30.6%
ORCL vs ZETA
+232.9%
-202.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.3% | -4.5% | -0.2% |
| 7D | -11.2% | -0.4% | -10.7% | -11.0% |
| 30D | -18.8% | -8.0% | -10.8% | -17.4% |
| 3M | -18.8% | +21.4% | -40.2% | -21.7% |
| 6M | -39.7% | +80.1% | -119.8% | -46.0% |
| YTD | -39.6% | +52.5% | -92.1% | -44.8% |
| 1Y | -51.7% | +58.5% | -110.2% | -56.2% |
| 3Y | +10.2% | +281.7% | -271.4% | -17.4% |
| All | +30.6% | +232.9% | -202.4% | -3.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling