+67.8%
ZETA vs ARWR
+208.4%
-140.5%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.2% | -3.9% | -4.0% |
| 7D | +2.7% | +1.7% | +1.0% | +2.4% |
| 30D | +15.8% | -0.7% | +16.5% | +15.9% |
| 3M | +35.4% | +14.9% | +20.5% | +31.1% |
| 6M | +67.1% | +32.6% | +34.5% | +52.6% |
| YTD | +54.1% | +30.0% | +24.0% | +40.9% |
| 1Y | +67.8% | +208.4% | -140.5% | +10.0% |
| All | +67.8% | +208.4% | -140.5% | +10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 1y: compounded portfolio wealth divided by compounded ARWR 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…
1y analysis · Full analysis span regression · 6 months rolling