+275.4%
ZETA vs ULTA
+28.6%
+246.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.8% |
| 7D | -6.5% | -3.9% | -2.6% | -5.4% |
| 30D | +4.8% | -1.1% | +5.9% | +5.0% |
| 3M | +53.3% | +13.8% | +39.6% | +46.7% |
| 6M | +66.8% | -17.2% | +84.1% | +75.6% |
| YTD | +50.2% | -11.5% | +61.6% | +54.8% |
| 1Y | +62.0% | +3.9% | +58.1% | +58.6% |
| All | +275.4% | +28.6% | +246.9% | +198.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ULTA.
Daily Out/Under-Performance
Portfolio return minus ULTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ULTA 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 ULTA 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