+163.2%
OXY vs ZETA
+352.7%
-189.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.2% | +0.2% |
| 7D | +1.4% | -6.5% | +7.9% | +1.8% |
| 30D | +4.0% | +4.8% | -0.8% | +3.7% |
| 3M | +7.6% | +53.3% | -45.7% | +4.3% |
| 6M | +16.2% | +66.8% | -50.6% | +11.5% |
| YTD | +50.8% | +50.2% | +0.6% | +45.3% |
| 1Y | +34.7% | +62.0% | -27.3% | +28.5% |
| 3Y | -1.0% | +276.4% | -277.4% | -18.1% |
| 5Y | +163.2% | +341.6% | -178.4% | +95.8% |
| All | +163.2% | +352.7% | -189.6% | +95.8% |
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