+144.1%
ORLY vs ZETA
+241.7%
-97.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.8% | -0.5% | -2.2% |
| 7D | -2.3% | -2.4% | +0.1% | -2.3% |
| 30D | -8.2% | +15.6% | -23.7% | -8.7% |
| 3M | -3.5% | +41.5% | -45.0% | -4.9% |
| 6M | -9.2% | +63.4% | -72.6% | -11.2% |
| YTD | -5.8% | +51.3% | -57.1% | -7.8% |
| 1Y | -19.3% | +65.8% | -85.1% | -21.4% |
| 3Y | +34.4% | +279.2% | -244.8% | +22.8% |
| 5Y | +117.8% | +341.8% | -223.9% | +97.3% |
| All | +144.1% | +241.7% | -97.6% | +123.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling