+348.6%
ZETA vs ALK
+13.2%
+335.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.1% |
| 7D | +18.1% | -1.2% | +19.3% | +18.5% |
| 30D | +13.6% | +7.7% | +5.9% | +9.7% |
| 3M | +23.7% | -19.0% | +42.7% | +33.2% |
| 6M | +128.5% | -0.2% | +128.7% | +119.2% |
| YTD | +80.1% | -23.5% | +103.6% | +92.0% |
| 1Y | +98.0% | -9.1% | +107.1% | +93.5% |
| 3Y | +348.6% | +12.0% | +336.6% | +302.4% |
| All | +348.6% | +13.2% | +335.4% | +302.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling