-48.9%
RBLX vs ZETA
+352.7%
-401.7%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.7% |
| 7D | +8.1% | -6.5% | +14.6% | +10.2% |
| 30D | +23.9% | +4.8% | +19.1% | +21.7% |
| 3M | +8.1% | +53.3% | -45.2% | -5.9% |
| 6M | -23.7% | +66.8% | -90.5% | -35.9% |
| YTD | -44.6% | +50.2% | -94.8% | -52.6% |
| 1Y | -66.2% | +62.0% | -128.3% | -72.2% |
| 3Y | +54.7% | +276.4% | -221.6% | -26.7% |
| 5Y | -48.9% | +341.6% | -390.5% | -75.8% |
| All | -48.9% | +352.7% | -401.7% | -75.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling