+54.1%
RSP vs ZETA
+237.6%
-183.5%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.9% |
| 7D | -1.8% | -0.1% | -1.7% | -1.8% |
| 30D | -2.5% | +10.5% | -13.0% | -3.5% |
| 3M | +3.0% | +44.3% | -41.3% | -0.9% |
| 6M | +8.9% | +59.4% | -50.5% | +3.3% |
| YTD | +13.0% | +49.5% | -36.5% | +7.3% |
| 1Y | +16.2% | +62.7% | -46.4% | +9.0% |
| 3Y | +52.7% | +274.6% | -221.9% | +24.1% |
| 5Y | +50.5% | +349.3% | -298.9% | +18.0% |
| All | +54.1% | +237.6% | -183.5% | +22.6% |
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