+207.4%
XOM vs ZETA
+247.9%
-40.5%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.1% | +2.4% | -1.6% |
| 7D | +1.8% | +2.7% | -0.9% | +1.7% |
| 30D | +5.9% | +15.8% | -10.0% | +5.3% |
| 3M | +5.6% | +35.4% | -29.9% | +4.3% |
| 6M | +7.9% | +67.1% | -59.3% | +5.5% |
| YTD | +35.2% | +54.1% | -18.9% | +32.4% |
| 1Y | +46.0% | +67.8% | -21.8% | +41.9% |
| 3Y | +55.0% | +311.4% | -256.4% | +36.5% |
| 5Y | +246.3% | +324.8% | -78.5% | +193.0% |
| All | +207.4% | +247.9% | -40.5% | +180.1% |
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