+241.9%
RCL vs ZETA
+348.6%
-106.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +0.7% |
| 7D | -1.2% | +18.1% | -19.3% | -4.2% |
| 30D | +17.8% | +13.6% | +4.3% | +14.9% |
| 3M | +4.9% | +23.7% | -18.8% | +0.5% |
| 6M | +23.7% | +128.5% | -104.8% | +4.4% |
| YTD | +17.8% | +80.1% | -62.3% | +2.9% |
| 1Y | +28.9% | +98.0% | -69.1% | +10.3% |
| 3Y | +241.9% | +348.6% | -106.7% | +139.5% |
| All | +241.9% | +348.6% | -106.7% | +139.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling