+246.3%
ZETA vs SONY
+23.0%
+223.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.2% | +2.4% | +1.0% |
| 7D | -2.4% | -5.2% | +2.7% | +1.1% |
| 30D | +15.6% | +0.3% | +15.3% | +15.2% |
| 3M | +41.5% | +6.2% | +35.3% | +35.3% |
| 6M | +63.4% | +9.5% | +53.9% | +52.4% |
| YTD | +51.3% | -8.1% | +59.4% | +58.2% |
| 1Y | +65.8% | -17.9% | +83.7% | +88.3% |
| 3Y | +279.2% | +41.5% | +237.7% | +181.9% |
| 5Y | +341.8% | +11.8% | +329.9% | +302.9% |
| All | +246.3% | +23.0% | +223.4% | +205.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 SONY 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