+209.7%
XOM vs ZETA
+241.7%
-32.0%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.5% | +0.8% |
| 7D | -2.4% | -2.4% | +0.1% | -2.3% |
| 30D | +5.7% | +15.6% | -9.9% | +5.1% |
| 3M | +6.6% | +41.5% | -34.9% | +5.1% |
| 6M | +7.7% | +63.4% | -55.8% | +5.4% |
| YTD | +36.2% | +51.3% | -15.1% | +33.4% |
| 1Y | +50.5% | +65.8% | -15.3% | +46.3% |
| 3Y | +53.4% | +279.2% | -225.8% | +35.8% |
| 5Y | +254.2% | +341.8% | -87.6% | +197.7% |
| All | +209.7% | +241.7% | -32.0% | +182.4% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling