+45.3%
XOP vs ZETA
+84.8%
-39.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +2.6% | -9.0% | -6.3% |
| 7D | -10.5% | -5.0% | -5.5% | -10.7% |
| 30D | -4.3% | -3.3% | -1.0% | -4.4% |
| 3M | +4.7% | +31.0% | -26.3% | +5.9% |
| 6M | -0.1% | +72.2% | -72.2% | +2.1% |
| YTD | +43.8% | +56.2% | -12.3% | +46.2% |
| 1Y | +45.3% | +90.3% | -45.0% | +47.7% |
| All | +45.3% | +84.8% | -39.5% | +47.7% |
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