+243.8%
ZETA vs RDW
+6.8%
+237.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | +0.2% |
| 7D | -6.5% | +4.8% | -11.3% | -7.3% |
| 30D | +4.8% | -19.5% | +24.4% | +8.7% |
| 3M | +53.3% | -26.9% | +80.2% | +59.0% |
| 6M | +66.8% | +17.8% | +49.0% | +51.8% |
| YTD | +50.2% | +43.0% | +7.1% | +27.7% |
| 1Y | +62.0% | +32.1% | +30.0% | +36.8% |
| 3Y | +276.4% | +250.6% | +25.7% | +115.4% |
| 5Y | +341.6% | -6.6% | +348.2% | +188.6% |
| All | +243.8% | +6.8% | +237.0% | +109.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling