+294.5%
ZETA vs ALK
-38.0%
+332.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -0.4% | +8.6% | +8.4% |
| 7D | +13.2% | +12.9% | +0.3% | +6.8% |
| 30D | +6.0% | +5.5% | +0.4% | +2.6% |
| 3M | +27.3% | -12.1% | +39.4% | +33.9% |
| 6M | +104.6% | +1.7% | +102.9% | +93.8% |
| YTD | +72.3% | -17.4% | +89.7% | +78.2% |
| 1Y | +76.3% | -1.9% | +78.3% | +65.3% |
| 3Y | +325.6% | +21.2% | +304.4% | +221.1% |
| 5Y | +254.2% | -27.8% | +282.0% | +259.8% |
| All | +294.5% | -38.0% | +332.5% | +301.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling