+91.4%
ORCL vs ZETA
+329.5%
-238.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -4.1% | +7.1% | +3.8% |
| 7D | +5.3% | +2.7% | +2.6% | +4.7% |
| 30D | +10.0% | +15.8% | -5.8% | +7.0% |
| 3M | -32.6% | +35.4% | -68.0% | -36.4% |
| 6M | +4.9% | +67.1% | -62.2% | -4.5% |
| YTD | -17.8% | +54.1% | -71.8% | -24.6% |
| 1Y | -28.0% | +67.8% | -95.8% | -35.2% |
| 3Y | +36.0% | +311.4% | -275.4% | +2.9% |
| All | +91.4% | +329.5% | -238.0% | +38.9% |
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