-50.0%
RBLX vs ZETA
+235.0%
-285.0%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +1.7% |
| 7D | +5.1% | -3.7% | +8.8% | +6.2% |
| 30D | +28.0% | +5.7% | +22.3% | +25.5% |
| 3M | +4.6% | +50.4% | -45.8% | -8.2% |
| 6M | -24.7% | +65.5% | -90.1% | -36.3% |
| YTD | -43.8% | +48.3% | -92.2% | -51.6% |
| 1Y | -65.8% | +45.4% | -111.2% | -70.8% |
| 3Y | +59.4% | +270.8% | -211.4% | -21.7% |
| 5Y | -48.2% | +336.1% | -384.4% | -74.9% |
| All | -50.0% | +235.0% | -285.0% | -76.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ZETA.
Daily Out/Under-Performance
Portfolio return minus ZETA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZETA 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 10y: compounded portfolio wealth divided by compounded ZETA 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…
10y analysis · Full analysis span regression · 6 months rolling