+15.8%
UPS vs ZETA
+125.9%
-110.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.8% |
| 7D | -0.6% | +26.5% | -27.1% | -1.1% |
| 30D | +16.4% | +10.3% | +6.2% | +16.1% |
| 3M | +7.9% | +30.5% | -22.6% | +7.3% |
| 6M | +15.8% | +129.4% | -113.5% | +13.2% |
| All | +15.8% | +125.9% | -110.0% | +13.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling