+54.5%
RGTI vs ZETA
+239.2%
-184.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.7% |
| 7D | -0.1% | -6.5% | +6.4% | +1.7% |
| 30D | -16.2% | +4.8% | -21.0% | -17.4% |
| 3M | -22.0% | +53.3% | -75.4% | -31.1% |
| 6M | -10.8% | +66.8% | -77.6% | -23.5% |
| YTD | -31.6% | +50.2% | -81.7% | -39.9% |
| 1Y | -6.4% | +62.0% | -68.4% | -19.7% |
| 3Y | +665.7% | +276.4% | +389.3% | +337.5% |
| 5Y | +55.6% | +341.6% | -286.0% | -13.6% |
| All | +54.5% | +239.2% | -184.6% | -14.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling