+59.4%
RBLX vs ZETA
+269.4%
-210.0%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +1.6% |
| 7D | +5.1% | -3.7% | +8.8% | +5.8% |
| 30D | +28.0% | +5.7% | +22.3% | +26.3% |
| 3M | +4.6% | +50.4% | -45.8% | -4.5% |
| 6M | -24.7% | +65.5% | -90.1% | -33.0% |
| YTD | -43.8% | +48.3% | -92.2% | -49.6% |
| 1Y | -65.8% | +45.4% | -111.2% | -69.4% |
| 3Y | +59.4% | +270.8% | -211.4% | -13.5% |
| All | +59.4% | +269.4% | -210.0% | -13.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling