+281.7%
ZETA vs RCAT
+339.1%
-57.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +18.6% | -13.4% | +2.7% |
| 7D | -0.4% | -12.7% | +12.3% | +1.1% |
| 30D | -8.0% | -34.3% | +26.3% | -3.1% |
| 3M | +21.4% | -53.4% | +74.8% | +33.4% |
| 6M | +80.1% | -62.0% | +142.1% | +100.1% |
| YTD | +52.5% | -49.1% | +101.5% | +60.0% |
| 1Y | +58.5% | -53.1% | +111.6% | +66.8% |
| 3Y | +281.7% | +318.7% | -37.0% | +221.6% |
| All | +281.7% | +339.1% | -57.5% | +221.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling