+341.8%
ZETA vs RCAT
+192.8%
+149.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.9% | -5.7% | -2.2% |
| 7D | -2.4% | +5.4% | -7.8% | -3.0% |
| 30D | +15.6% | -5.6% | +21.2% | +16.1% |
| 3M | +41.5% | -30.2% | +71.7% | +46.1% |
| 6M | +63.4% | -43.4% | +106.8% | +69.9% |
| YTD | +51.3% | +9.6% | +41.7% | +45.5% |
| 1Y | +65.8% | -2.0% | +67.8% | +59.4% |
| 3Y | +279.2% | +825.0% | -545.8% | +188.6% |
| 5Y | +341.8% | +199.8% | +141.9% | +245.9% |
| All | +341.8% | +192.8% | +149.0% | +245.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling