+46.4%
UBER vs ZETA
+239.2%
-192.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.5% | +1.6% | +2.0% |
| 7D | -4.5% | -6.5% | +2.0% | -3.2% |
| 30D | -7.6% | +4.8% | -12.5% | -8.8% |
| 3M | +5.8% | +53.3% | -47.6% | -4.4% |
| 6M | +0.3% | +66.8% | -66.5% | -11.9% |
| YTD | -11.2% | +50.2% | -61.4% | -21.0% |
| 1Y | -23.0% | +62.0% | -85.0% | -33.5% |
| 3Y | +53.6% | +276.4% | -222.8% | -8.5% |
| 5Y | +81.9% | +341.6% | -259.7% | -0.4% |
| All | +46.4% | +239.2% | -192.7% | -16.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling