+90.3%
ZETA vs OKE
+43.1%
+47.2%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.6% | +6.2% | +1.5% |
| 7D | -5.0% | -5.2% | +0.2% | -6.5% |
| 30D | -3.3% | +1.1% | -4.5% | -2.7% |
| 3M | +31.0% | +2.2% | +28.8% | +32.6% |
| 6M | +72.2% | 0.0% | +72.1% | +74.2% |
| YTD | +56.2% | +26.5% | +29.6% | +59.9% |
| 1Y | +90.3% | +44.6% | +45.7% | +42.3% |
| All | +90.3% | +43.1% | +47.2% | +42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OKE.
Daily Out/Under-Performance
Portfolio return minus OKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKE 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 OKE 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