+182.1%
SHEL vs ZETA
+247.9%
-65.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.1% | +4.7% | +0.8% |
| 7D | +2.2% | +2.7% | -0.4% | +2.1% |
| 30D | +6.8% | +15.8% | -9.0% | +6.1% |
| 3M | +8.1% | +35.4% | -27.3% | +6.4% |
| 6M | +14.4% | +67.1% | -52.7% | +11.2% |
| YTD | +30.0% | +54.1% | -24.1% | +26.4% |
| 1Y | +33.3% | +67.8% | -34.5% | +28.7% |
| 3Y | +66.4% | +311.4% | -245.0% | +46.3% |
| 5Y | +178.6% | +324.8% | -146.2% | +135.1% |
| All | +182.1% | +247.9% | -65.9% | +152.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling