+267.5%
RCL vs ZETA
+313.7%
-46.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.2% | -2.7% | -3.6% |
| 7D | -0.2% | +26.5% | -26.7% | -5.7% |
| 30D | +14.4% | +10.3% | +4.1% | +11.4% |
| 3M | +5.2% | +30.5% | -25.4% | -1.8% |
| 6M | +26.1% | +129.4% | -103.2% | +1.3% |
| YTD | +17.4% | +83.1% | -65.8% | -1.8% |
| 1Y | +24.7% | +82.1% | -57.4% | +4.0% |
| 3Y | +250.9% | +352.3% | -101.4% | +98.3% |
| 5Y | +293.8% | +293.1% | +0.7% | +106.3% |
| All | +267.5% | +313.7% | -46.1% | +99.9% |
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