+269.0%
RCL vs ZETA
+306.8%
-37.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +0.8% |
| 7D | -1.2% | +18.1% | -19.3% | -5.1% |
| 30D | +17.8% | +13.6% | +4.3% | +14.0% |
| 3M | +4.9% | +23.7% | -18.8% | -0.8% |
| 6M | +23.7% | +128.5% | -104.8% | -0.5% |
| YTD | +17.8% | +80.1% | -62.3% | -1.0% |
| 1Y | +28.9% | +98.0% | -69.1% | +5.4% |
| 3Y | +241.9% | +348.6% | -106.7% | +93.5% |
| 5Y | +295.4% | +286.6% | +8.8% | +107.9% |
| All | +269.0% | +306.8% | -37.8% | +101.5% |
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 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