+154.2%
RTX vs ZETA
+289.2%
-135.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +8.2% | -6.2% | +1.6% |
| 7D | -1.7% | +13.2% | -15.0% | -2.4% |
| 30D | +7.7% | +6.0% | +1.7% | +7.3% |
| 3M | -10.3% | +27.3% | -37.7% | -11.6% |
| 6M | +14.6% | +104.6% | -90.0% | +9.8% |
| YTD | +10.4% | +72.3% | -62.0% | +6.3% |
| 1Y | +13.5% | +76.3% | -62.8% | +9.0% |
| 3Y | +158.6% | +325.6% | -167.0% | +125.9% |
| 5Y | +147.3% | +254.2% | -107.0% | +110.1% |
| All | +154.2% | +289.2% | -135.1% | +118.4% |
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