+45.4%
RSP vs ZETA
+232.9%
-187.6%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.3% | -5.7% | -0.9% |
| 7D | -1.0% | -0.4% | -0.6% | -1.0% |
| 30D | +2.6% | -8.0% | +10.6% | +3.4% |
| 3M | -0.8% | +21.4% | -22.2% | -3.0% |
| 6M | +6.3% | +80.1% | -73.8% | -0.8% |
| YTD | +14.1% | +52.5% | -38.3% | +7.6% |
| 1Y | +18.0% | +58.5% | -40.5% | +10.5% |
| 3Y | +61.0% | +281.7% | -220.6% | +26.4% |
| All | +45.4% | +232.9% | -187.6% | +10.8% |
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