+67.8%
ZETA vs RDW
+24.9%
+42.9%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.5% | -5.6% | -4.3% |
| 7D | +2.7% | -3.1% | +5.8% | +3.1% |
| 30D | +15.8% | -1.8% | +17.6% | +15.7% |
| 3M | +35.4% | -50.9% | +86.3% | +47.2% |
| 6M | +67.1% | +13.5% | +53.6% | +52.7% |
| YTD | +54.1% | +38.6% | +15.5% | +32.0% |
| 1Y | +67.8% | +28.3% | +39.6% | +48.6% |
| All | +67.8% | +24.9% | +42.9% | +48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 RDW 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