+111.6%
XOP vs ZETA
+318.9%
-207.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +7.6% | -5.0% | +1.9% |
| 7D | +0.5% | +18.8% | -18.3% | -1.1% |
| 30D | -7.3% | +12.6% | -19.9% | -8.4% |
| 3M | +1.4% | +29.5% | -28.1% | -1.3% |
| 6M | +7.8% | +128.6% | -120.8% | -1.3% |
| YTD | +44.5% | +85.5% | -40.9% | +33.9% |
| 1Y | +37.0% | +90.6% | -53.6% | +26.3% |
| 3Y | +40.8% | +358.0% | -317.2% | +7.6% |
| 5Y | +88.7% | +282.0% | -193.3% | +36.0% |
| All | +111.6% | +318.9% | -207.2% | +55.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling