+142.4%
ZETA vs RBRK
+124.5%
+17.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.3% | -0.2% |
| 7D | -3.7% | -7.5% | +3.8% | -0.7% |
| 30D | +5.7% | -10.4% | +16.1% | +9.6% |
| 3M | +50.4% | +21.3% | +29.2% | +37.5% |
| 6M | +65.5% | +50.6% | +14.8% | +39.2% |
| YTD | +48.3% | +13.3% | +35.0% | +35.9% |
| 1Y | +45.4% | +11.2% | +34.1% | +33.1% |
| All | +142.4% | +124.5% | +17.9% | +86.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 3y: compounded portfolio wealth divided by compounded RBRK 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…
3y analysis · Full analysis span regression · 6 months rolling