+39.7%
XOP vs ZETA
+274.1%
-234.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.2% | +0.2% |
| 7D | +1.6% | -6.5% | +8.1% | +2.0% |
| 30D | +9.6% | +4.8% | +4.7% | +9.2% |
| 3M | +16.9% | +53.3% | -36.4% | +13.8% |
| 6M | +24.0% | +66.8% | -42.8% | +19.7% |
| YTD | +56.2% | +50.2% | +6.0% | +51.2% |
| 1Y | +51.8% | +62.0% | -10.2% | +45.4% |
| All | +39.7% | +274.1% | -234.3% | +14.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling