+67.8%
ZETA vs ALK
-33.1%
+100.9%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.5% | -5.6% | -4.6% |
| 7D | +2.7% | -0.7% | +3.3% | +2.8% |
| 30D | +15.8% | -19.2% | +35.0% | +24.6% |
| 3M | +35.4% | -1.5% | +36.9% | +33.2% |
| 6M | +67.1% | -13.1% | +80.2% | +73.1% |
| YTD | +54.1% | -16.4% | +70.5% | +62.5% |
| 1Y | +67.8% | -33.1% | +100.9% | +75.7% |
| All | +67.8% | -33.1% | +100.9% | +75.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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