-6.7%
RCL vs ZETA
+71.2%
-77.9%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.1% | +3.9% | +0.5% |
| 7D | -5.1% | +2.7% | -7.7% | -5.6% |
| 30D | -19.0% | +15.8% | -34.8% | -21.1% |
| 3M | -9.6% | +35.4% | -45.0% | -14.3% |
| 6M | -6.7% | +67.1% | -73.8% | -13.3% |
| All | -6.7% | +71.2% | -77.9% | -13.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling