+344.5%
ZETA vs OKE
+138.0%
+206.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.2% | -1.7% |
| 7D | -3.7% | +1.2% | -5.0% | -4.4% |
| 30D | +5.7% | +4.5% | +1.2% | +3.1% |
| 3M | +50.4% | +9.6% | +40.8% | +41.7% |
| 6M | +65.5% | +15.4% | +50.1% | +48.6% |
| YTD | +48.3% | +36.5% | +11.8% | +17.4% |
| 1Y | +45.4% | +39.0% | +6.4% | +13.3% |
| 3Y | +270.8% | +74.3% | +196.5% | +141.4% |
| All | +344.5% | +138.0% | +206.4% | +139.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling