+67.8%
ZETA vs RBA
-26.5%
+94.4%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.3% | -4.4% | -4.2% |
| 7D | +2.7% | -2.9% | +5.6% | +3.5% |
| 30D | +15.8% | -12.3% | +28.1% | +20.5% |
| 3M | +35.4% | -20.5% | +55.9% | +40.6% |
| 6M | +67.1% | -18.5% | +85.7% | +69.6% |
| YTD | +54.1% | -18.2% | +72.3% | +57.4% |
| 1Y | +67.8% | -27.5% | +95.3% | +87.0% |
| All | +67.8% | -26.5% | +94.4% | +87.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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