-24.3%
RKT vs ZETA
+313.7%
-337.9%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -1.2% | -3.8% | -4.8% |
| 7D | -7.5% | +26.5% | -34.0% | -12.2% |
| 30D | +26.6% | +10.3% | +16.3% | +23.4% |
| 3M | -2.4% | +30.5% | -33.0% | -8.5% |
| 6M | -7.4% | +129.4% | -136.7% | -23.8% |
| YTD | -29.2% | +83.1% | -112.3% | -39.5% |
| 1Y | -23.5% | +82.1% | -105.6% | -34.7% |
| 3Y | +73.9% | +352.3% | -278.4% | +8.6% |
| 5Y | -6.6% | +293.1% | -299.8% | -44.6% |
| All | -24.3% | +313.7% | -337.9% | -56.0% |
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