-50.7%
RBLX vs ZETA
+241.7%
-292.5%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.8% | +5.3% | +4.0% |
| 7D | +10.2% | -2.4% | +12.6% | +10.7% |
| 30D | +18.6% | +15.6% | +3.0% | +13.1% |
| 3M | +6.0% | +41.5% | -35.5% | -5.4% |
| 6M | -29.5% | +63.4% | -92.9% | -40.1% |
| YTD | -44.7% | +51.3% | -96.0% | -52.6% |
| 1Y | -65.1% | +65.8% | -130.9% | -71.4% |
| 3Y | +54.5% | +279.2% | -224.7% | -24.6% |
| 5Y | -46.3% | +341.8% | -388.1% | -74.1% |
| All | -50.7% | +241.7% | -292.5% | -76.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling