+291.9%
ZETA vs ALLY
+63.1%
+228.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.3% | -4.4% | -4.3% |
| 7D | +2.7% | +3.7% | -1.0% | +0.4% |
| 30D | +15.8% | -2.3% | +18.1% | +17.5% |
| 3M | +35.4% | +3.8% | +31.6% | +31.8% |
| 6M | +67.1% | +9.7% | +57.4% | +56.4% |
| YTD | +54.1% | -1.4% | +55.5% | +54.6% |
| 1Y | +67.8% | +8.2% | +59.6% | +59.4% |
| All | +291.9% | +63.1% | +228.8% | +194.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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