+154.8%
RTX vs ZETA
+247.9%
-93.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.4% | -0.5% |
| 7D | -5.2% | +2.7% | -7.8% | -5.3% |
| 30D | -9.4% | +15.8% | -25.2% | -10.1% |
| 3M | +12.3% | +35.4% | -23.1% | +10.3% |
| 6M | -3.1% | +67.1% | -70.2% | -6.2% |
| YTD | +10.7% | +54.1% | -43.4% | +7.3% |
| 1Y | +28.4% | +67.8% | -39.4% | +23.5% |
| 3Y | +147.1% | +311.4% | -164.4% | +116.0% |
| 5Y | +167.2% | +324.8% | -157.5% | +126.2% |
| All | +154.8% | +247.9% | -93.1% | +120.5% |
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