+252.6%
ZETA vs RBA
+58.4%
+194.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.3% | -4.4% | -4.2% |
| 7D | +2.7% | -2.9% | +5.6% | +3.9% |
| 30D | +15.8% | -12.3% | +28.1% | +22.3% |
| 3M | +35.4% | -20.5% | +55.9% | +46.5% |
| 6M | +67.1% | -18.5% | +85.7% | +78.3% |
| YTD | +54.1% | -18.2% | +72.3% | +64.6% |
| 1Y | +67.8% | -27.5% | +95.3% | +89.6% |
| 3Y | +311.4% | +38.1% | +273.3% | +249.1% |
| 5Y | +324.8% | +44.8% | +280.0% | +210.1% |
| All | +252.6% | +58.4% | +194.3% | +149.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling