+1.4%
XOP vs ZETA
+37.3%
-35.9%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +7.6% | -5.0% | +2.2% |
| 7D | +0.5% | +18.8% | -18.3% | -0.3% |
| 30D | -7.3% | +12.6% | -19.9% | -7.8% |
| 3M | +1.4% | +29.5% | -28.1% | 0.0% |
| All | +1.4% | +37.3% | -35.9% | 0.0% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling