+264.7%
ZETA vs RBA
+81.6%
+183.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.4% | +2.1% | +3.5% |
| 7D | +6.2% | +2.5% | +3.7% | +5.1% |
| 30D | -2.0% | +11.6% | -13.6% | -6.7% |
| 3M | +21.7% | +1.5% | +20.2% | +20.1% |
| 6M | +89.1% | -6.6% | +95.8% | +90.0% |
| YTD | +59.3% | -6.3% | +65.6% | +59.9% |
| 1Y | +66.2% | -4.0% | +70.1% | +65.3% |
| 3Y | +297.3% | +47.3% | +250.0% | +226.0% |
| 5Y | +227.5% | +47.7% | +179.8% | +143.7% |
| All | +264.7% | +81.6% | +183.1% | +142.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling