+57.3%
RSP vs ZETA
+247.9%
-190.7%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.1% | +3.6% | -0.1% |
| 7D | -0.8% | +2.7% | -3.4% | -1.0% |
| 30D | -0.3% | +15.8% | -16.1% | -1.8% |
| 3M | +4.3% | +35.4% | -31.1% | +1.0% |
| 6M | +8.8% | +67.1% | -58.3% | +2.8% |
| YTD | +15.3% | +54.1% | -38.8% | +9.2% |
| 1Y | +18.3% | +67.8% | -49.5% | +10.5% |
| 3Y | +52.8% | +311.4% | -258.6% | +23.0% |
| 5Y | +51.7% | +324.8% | -273.1% | +18.8% |
| All | +57.3% | +247.9% | -190.7% | +24.7% |
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 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