+119.2%
ORLY vs ZETA
+332.4%
-213.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.4% |
| 7D | -2.4% | -3.7% | +1.4% | -2.2% |
| 30D | -6.8% | +5.7% | -12.5% | -7.0% |
| 3M | -4.8% | +50.4% | -55.2% | -6.5% |
| 6M | -9.1% | +65.5% | -74.5% | -11.3% |
| YTD | -5.9% | +48.3% | -54.2% | -8.0% |
| 1Y | -20.4% | +45.4% | -65.8% | -22.3% |
| 3Y | +36.6% | +270.8% | -234.2% | +22.8% |
| All | +119.2% | +332.4% | -213.2% | +90.6% |
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