Preheat the oven to 350℉. Butter and flour a deep bundt form. Shake off any excess flour and set aside.
Rub the orange zest into the sugar until fragrant and orange.
In a large bowl, beat the sugar and eggs on high speed until pale and fluffy.
Add in the melted butter, oil, vanilla, and orange juice. Mix gently on low speed until combined.
In a separate bowl, combine the flour, baking powder, baking soda, and salt.
Sift the dry ingredients (except the cocoa) into the batter and fold gently.
Set aside 1/3 of the batter in a medium bowl. Stir in the cocoa powder and milk (into the smaller batter) until blended.
Pour in half of the orange batter into the bundt form. Layer in all of the chocolate batter. Pour in the rest of the orange, covering as much of the chocolate as possible.
Swirl a skewer or butter knife into the form to create a marbled effect. Bake in the middle to lower part of the oven for 45-50 minutes or until a skewer comes out clean (some crumbs are ok!). Cool down in the bundt form completely before taking out.