-1.6%
ORLY vs ZETA
+84.8%
-86.4%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.6% | 0.0% | +2.5% |
| 7D | +2.1% | -5.0% | +7.1% | +2.3% |
| 30D | +10.1% | -3.3% | +13.4% | +10.1% |
| 3M | +0.6% | +31.0% | -30.4% | -0.7% |
| 6M | -1.7% | +72.2% | -73.9% | -4.8% |
| YTD | +1.2% | +56.2% | -54.9% | -1.9% |
| 1Y | -1.6% | +90.3% | -91.9% | -4.9% |
| All | -1.6% | +84.8% | -86.4% | -4.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling