+68.9%
SHEL vs ZETA
+276.9%
-208.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.8% | +4.3% | +2.6% |
| 7D | +1.9% | -2.4% | +4.4% | +2.0% |
| 30D | +8.7% | +15.6% | -6.9% | +8.3% |
| 3M | +11.0% | +41.5% | -30.5% | +9.9% |
| 6M | +14.6% | +63.4% | -48.9% | +12.8% |
| YTD | +33.3% | +51.3% | -18.0% | +31.2% |
| 1Y | +37.9% | +65.8% | -27.9% | +35.0% |
| All | +68.9% | +276.9% | -208.0% | +57.4% |
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