-25.8%
RKT vs ZETA
+237.6%
-263.5%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.2% | -1.5% | -2.5% |
| 7D | -1.0% | -0.1% | -0.9% | -0.9% |
| 30D | -2.4% | +10.5% | -12.9% | -4.5% |
| 3M | +1.9% | +44.3% | -42.4% | -6.3% |
| 6M | -13.9% | +59.4% | -73.3% | -23.2% |
| YTD | -30.6% | +49.5% | -80.1% | -37.7% |
| 1Y | -34.4% | +62.7% | -97.0% | -42.7% |
| 3Y | +38.2% | +274.6% | -236.4% | -9.6% |
| 5Y | -9.7% | +349.3% | -359.0% | -44.8% |
| All | -25.8% | +237.6% | -263.5% | -54.7% |
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