+150.7%
RTX vs ZETA
+237.6%
-86.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.6% |
| 7D | -1.6% | -0.1% | -1.5% | -1.6% |
| 30D | -11.6% | +10.5% | -22.0% | -12.1% |
| 3M | +9.2% | +44.3% | -35.1% | +6.9% |
| 6M | -4.4% | +59.4% | -63.9% | -7.2% |
| YTD | +8.9% | +49.5% | -40.6% | +5.7% |
| 1Y | +32.1% | +62.7% | -30.6% | +27.2% |
| 3Y | +151.2% | +274.6% | -123.4% | +120.9% |
| 5Y | +162.9% | +349.3% | -186.4% | +122.5% |
| All | +150.7% | +237.6% | -86.9% | +117.3% |
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