+51.6%
XOM vs ZETA
+62.9%
-11.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.6% |
| 7D | +1.9% | -6.5% | +8.3% | +1.5% |
| 30D | +4.1% | +4.8% | -0.8% | +4.4% |
| 3M | +10.4% | +53.3% | -42.9% | +13.2% |
| 6M | +13.0% | +66.8% | -53.8% | +17.0% |
| YTD | +40.1% | +50.2% | -10.1% | +44.6% |
| All | +51.6% | +62.9% | -11.3% | +57.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling