-7.2%
RKT vs ZETA
+343.0%
-350.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -1.4% |
| 7D | +6.0% | -2.4% | +8.4% | +6.5% |
| 30D | +0.7% | +15.6% | -14.9% | -2.6% |
| 3M | +11.8% | +41.5% | -29.7% | +3.0% |
| 6M | -7.6% | +63.4% | -71.1% | -18.3% |
| YTD | -28.7% | +51.3% | -80.0% | -36.3% |
| 1Y | -32.6% | +65.8% | -98.4% | -41.6% |
| 3Y | +42.1% | +279.2% | -237.1% | -9.1% |
| 5Y | -7.2% | +341.8% | -348.9% | -44.7% |
| All | -7.2% | +343.0% | -350.2% | -44.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling