+151.8%
RTX vs ZETA
+313.7%
-161.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.2% | -1.4% |
| 7D | +3.4% | +26.5% | -23.1% | +2.1% |
| 30D | +8.4% | +10.3% | -1.9% | +7.7% |
| 3M | -10.7% | +30.5% | -41.2% | -12.0% |
| 6M | +11.7% | +129.4% | -117.6% | +6.4% |
| YTD | +9.3% | +83.1% | -73.8% | +4.9% |
| 1Y | +13.3% | +82.1% | -68.8% | +8.7% |
| 3Y | +156.1% | +352.3% | -196.2% | +123.0% |
| 5Y | +148.5% | +293.1% | -144.6% | +110.3% |
| All | +151.8% | +313.7% | -161.9% | +115.6% |
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