+41.5%
XOP vs ZETA
+85.8%
-44.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.9% | +1.6% |
| 7D | +5.2% | +26.5% | -21.3% | +5.7% |
| 30D | -8.4% | +10.3% | -18.6% | -8.2% |
| 3M | +2.9% | +30.5% | -27.6% | +3.7% |
| 6M | +8.8% | +129.4% | -120.5% | +11.5% |
| YTD | +46.9% | +83.1% | -36.2% | +49.1% |
| 1Y | +41.5% | +82.1% | -40.6% | +46.0% |
| All | +41.5% | +85.8% | -44.3% | +46.0% |
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