+133.3%
OXY vs ZETA
+235.0%
-101.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.6% |
| 7D | +2.8% | -3.7% | +6.6% | +3.1% |
| 30D | +5.5% | +5.7% | -0.3% | +5.0% |
| 3M | +11.3% | +50.4% | -39.1% | +7.7% |
| 6M | +11.6% | +65.5% | -53.9% | +6.7% |
| YTD | +51.6% | +48.3% | +3.3% | +45.6% |
| 1Y | +36.2% | +45.4% | -9.2% | +30.5% |
| 3Y | +1.7% | +270.8% | -269.1% | -17.2% |
| 5Y | +164.5% | +336.1% | -171.7% | +90.6% |
| All | +133.3% | +235.0% | -101.7% | +76.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling