+65.8%
ZETA vs RCAT
+1.5%
+64.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.9% | -5.7% | -2.5% |
| 7D | -2.4% | +5.4% | -7.8% | -3.4% |
| 30D | +15.6% | -5.6% | +21.2% | +16.5% |
| 3M | +41.5% | -30.2% | +71.7% | +49.5% |
| 6M | +63.4% | -43.4% | +106.8% | +75.3% |
| YTD | +51.3% | +9.6% | +41.7% | +36.6% |
| 1Y | +65.8% | -2.0% | +67.8% | +50.4% |
| All | +65.8% | +1.5% | +64.3% | +50.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling