+97.5%
OXY vs ZETA
+281.0%
-183.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +0.7% |
| 7D | +4.2% | +18.1% | -13.9% | +3.2% |
| 30D | -4.3% | +13.6% | -17.9% | -5.1% |
| 3M | +2.3% | +23.7% | -21.4% | +0.9% |
| 6M | +5.5% | +128.5% | -123.0% | -0.2% |
| YTD | +44.9% | +80.1% | -35.2% | +38.4% |
| 1Y | +42.6% | +98.0% | -55.4% | +35.1% |
| 3Y | +0.7% | +348.6% | -347.8% | -16.7% |
| All | +97.5% | +281.0% | -183.5% | +48.7% |
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