+8.8%
XOP vs ZETA
+125.9%
-117.0%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.9% | +1.6% |
| 7D | +5.2% | +26.5% | -21.3% | +5.5% |
| 30D | -8.4% | +10.3% | -18.6% | -8.3% |
| 3M | +2.9% | +30.5% | -27.6% | +3.5% |
| 6M | +8.8% | +129.4% | -120.5% | +9.1% |
| All | +8.8% | +125.9% | -117.0% | +9.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling