-0.8%
RKT vs ZETA
+244.2%
-245.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +8.2% | -13.0% | -6.8% |
| 7D | +4.6% | +13.2% | -8.6% | +1.4% |
| 30D | +25.9% | +6.0% | +19.9% | +23.6% |
| 3M | +5.0% | +27.3% | -22.3% | -1.5% |
| 6M | -7.9% | +104.6% | -112.5% | -23.5% |
| YTD | -25.4% | +72.3% | -97.7% | -36.3% |
| 1Y | -15.4% | +76.3% | -91.7% | -28.3% |
| 3Y | +83.3% | +325.6% | -242.3% | +7.6% |
| 5Y | -0.8% | +254.2% | -255.0% | -46.1% |
| All | -0.8% | +244.2% | -245.0% | -46.1% |
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