+319.2%
ZETA vs RCAT
+21.5%
+297.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -8.3% | +7.0% | -0.5% |
| 7D | +26.5% | +15.6% | +10.9% | +24.6% |
| 30D | +10.3% | -24.1% | +34.4% | +12.6% |
| 3M | +30.5% | -61.9% | +92.4% | +41.2% |
| 6M | +129.4% | -64.3% | +193.7% | +147.2% |
| YTD | +83.1% | -50.4% | +133.5% | +90.2% |
| 1Y | +82.1% | -54.0% | +136.1% | +89.4% |
| 3Y | +352.3% | +347.2% | +5.1% | +316.1% |
| 5Y | +293.1% | +45.7% | +247.4% | +262.0% |
| All | +319.2% | +21.5% | +297.8% | +297.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 RCAT 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