+246.3%
ZETA vs RBA
+55.2%
+191.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.2% | -0.9% |
| 7D | -2.4% | -1.1% | -1.4% | -2.0% |
| 30D | +15.6% | -13.2% | +28.8% | +22.5% |
| 3M | +41.5% | -21.4% | +62.9% | +53.6% |
| 6M | +63.4% | -20.9% | +84.3% | +76.8% |
| YTD | +51.3% | -19.9% | +71.2% | +63.1% |
| 1Y | +65.8% | -28.7% | +94.5% | +88.7% |
| 3Y | +279.2% | +27.4% | +251.8% | +232.7% |
| 5Y | +341.8% | +41.7% | +300.0% | +225.3% |
| All | +246.3% | +55.2% | +191.1% | +147.6% |
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