+145.5%
ZETA vs RBRK
+130.3%
+15.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.4% |
| 7D | -6.5% | -3.5% | -3.0% | -5.2% |
| 30D | +4.8% | -8.3% | +13.1% | +7.6% |
| 3M | +53.3% | +24.7% | +28.7% | +38.6% |
| 6M | +66.8% | +58.9% | +7.9% | +37.5% |
| YTD | +50.2% | +16.3% | +33.9% | +36.2% |
| 1Y | +62.0% | +10.1% | +51.9% | +48.3% |
| All | +145.5% | +130.3% | +15.1% | +86.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling