+45.9%
OXY vs ZETA
+84.8%
-38.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +2.6% | -7.7% | -5.0% |
| 7D | -8.8% | -5.0% | -3.8% | -9.0% |
| 30D | -1.7% | -3.3% | +1.7% | -1.8% |
| 3M | +4.5% | +31.0% | -26.5% | +6.1% |
| 6M | -4.0% | +72.2% | -76.2% | -0.9% |
| YTD | +41.4% | +56.2% | -14.8% | +46.4% |
| 1Y | +45.9% | +90.3% | -44.4% | +51.3% |
| All | +45.9% | +84.8% | -38.9% | +51.3% |
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 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