+324.5%
ZETA vs RCAT
+32.4%
+292.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +1.9% | +5.7% | +7.4% |
| 7D | +18.8% | +7.2% | +11.5% | +17.8% |
| 30D | +12.6% | -20.4% | +33.0% | +14.5% |
| 3M | +29.5% | -59.8% | +89.2% | +39.4% |
| 6M | +128.6% | -61.9% | +190.5% | +144.9% |
| YTD | +85.5% | -45.9% | +131.4% | +91.1% |
| 1Y | +90.6% | -50.5% | +141.1% | +97.0% |
| 3Y | +358.0% | +387.5% | -29.5% | +318.2% |
| 5Y | +282.0% | +70.9% | +211.1% | +250.6% |
| All | +324.5% | +32.4% | +292.1% | +299.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling