+56.6%
UBER vs ZETA
+281.2%
-224.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +7.6% | -6.7% | -0.8% |
| 7D | +1.2% | +18.8% | -17.6% | -2.9% |
| 30D | -1.1% | +12.6% | -13.8% | -4.1% |
| 3M | -10.0% | +29.5% | -39.5% | -15.7% |
| 6M | -7.2% | +128.6% | -135.8% | -25.0% |
| YTD | -13.5% | +85.5% | -99.0% | -27.8% |
| 1Y | -24.5% | +90.6% | -115.1% | -37.6% |
| 3Y | +37.0% | +358.0% | -321.0% | -28.9% |
| All | +56.6% | +281.2% | -224.6% | -30.4% |
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