+42.7%
ORCL vs ZETA
+281.0%
-238.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -1.1% |
| 7D | +8.0% | +18.1% | -10.1% | +4.7% |
| 30D | -4.0% | +13.6% | -17.6% | -6.2% |
| 3M | -19.5% | +23.7% | -43.2% | -22.6% |
| 6M | -33.5% | +128.5% | -162.0% | -42.9% |
| YTD | -34.8% | +80.1% | -114.9% | -42.2% |
| 1Y | -41.6% | +98.0% | -139.6% | -49.0% |
| 3Y | +13.8% | +348.6% | -334.8% | -17.3% |
| All | +42.7% | +281.0% | -238.3% | +0.6% |
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