+243.8%
ZETA vs OKE
+130.0%
+113.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -6.5% | 0.0% | -6.5% | -6.5% |
| 30D | +4.8% | +4.6% | +0.2% | +2.1% |
| 3M | +53.3% | +6.9% | +46.4% | +46.4% |
| 6M | +66.8% | +15.8% | +51.1% | +49.5% |
| YTD | +50.2% | +35.2% | +15.0% | +19.8% |
| 1Y | +62.0% | +37.6% | +24.5% | +27.3% |
| 3Y | +276.4% | +72.0% | +204.3% | +149.0% |
| 5Y | +341.6% | +139.0% | +202.7% | +137.2% |
| All | +243.8% | +130.0% | +113.8% | +87.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling