+200.1%
RCL vs ZETA
+241.7%
-41.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.2% |
| 7D | -0.5% | -2.4% | +2.0% | 0.0% |
| 30D | -17.3% | +15.6% | -32.9% | -20.4% |
| 3M | -2.8% | +41.5% | -44.3% | -11.4% |
| 6M | -4.4% | +63.4% | -67.8% | -16.8% |
| YTD | -4.2% | +51.3% | -55.5% | -15.8% |
| 1Y | -23.4% | +65.8% | -89.2% | -35.0% |
| 3Y | +179.4% | +279.2% | -99.8% | +64.3% |
| 5Y | +238.8% | +341.8% | -103.0% | +84.5% |
| All | +200.1% | +241.7% | -41.6% | +71.4% |
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