-23.4%
RCL vs ZETA
+62.1%
-85.5%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | 0.0% |
| 7D | -0.5% | -2.4% | +2.0% | -0.1% |
| 30D | -17.3% | +15.6% | -32.9% | -19.7% |
| 3M | -2.8% | +41.5% | -44.3% | -9.4% |
| 6M | -4.4% | +63.4% | -67.8% | -14.5% |
| YTD | -4.2% | +51.3% | -55.5% | -13.7% |
| 1Y | -23.4% | +65.8% | -89.2% | -32.5% |
| All | -23.4% | +62.1% | -85.5% | -32.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling