+76.2%
UBER vs ZETA
+341.5%
-265.4%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.2% | -1.6% | -2.6% |
| 7D | -7.0% | -0.1% | -7.0% | -7.1% |
| 30D | -8.9% | +10.5% | -19.4% | -11.1% |
| 3M | +1.0% | +44.3% | -43.3% | -7.6% |
| 6M | -3.7% | +59.4% | -63.2% | -14.8% |
| YTD | -13.0% | +49.5% | -62.5% | -22.7% |
| 1Y | -25.5% | +62.7% | -88.2% | -36.0% |
| 3Y | +50.5% | +274.6% | -224.2% | -12.2% |
| 5Y | +76.2% | +349.3% | -273.2% | -4.4% |
| All | +76.2% | +341.5% | -265.4% | -4.4% |
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 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