+0.8%
OXY vs ZETA
+274.1%
-273.3%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.2% |
| 7D | +0.9% | -6.5% | +7.4% | +1.1% |
| 30D | +3.6% | +4.8% | -1.3% | +3.4% |
| 3M | +7.1% | +53.3% | -46.2% | +5.5% |
| 6M | +15.7% | +66.8% | -51.1% | +13.3% |
| YTD | +50.1% | +50.2% | 0.0% | +47.5% |
| 1Y | +34.1% | +62.0% | -28.0% | +30.9% |
| All | +0.8% | +274.1% | -273.3% | -13.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling