+52.9%
UBER vs ZETA
+247.9%
-195.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.1% | +3.8% | +0.6% |
| 7D | -3.9% | +2.7% | -6.5% | -4.5% |
| 30D | +11.1% | +15.8% | -4.7% | +7.4% |
| 3M | +4.9% | +35.4% | -30.5% | -2.6% |
| 6M | -1.2% | +67.1% | -68.3% | -13.2% |
| YTD | -7.3% | +54.1% | -61.3% | -18.0% |
| 1Y | -17.6% | +67.8% | -85.5% | -29.4% |
| 3Y | +61.1% | +311.4% | -250.4% | -6.4% |
| 5Y | +87.9% | +324.8% | -236.9% | +3.0% |
| All | +52.9% | +247.9% | -195.1% | -13.1% |
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