+65.8%
ZETA vs REPL
+136.7%
-70.9%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -1.8% |
| 7D | -2.4% | -5.7% | +3.3% | -2.4% |
| 30D | +15.6% | +22.5% | -6.9% | +15.1% |
| 3M | +41.5% | +64.7% | -23.2% | +38.9% |
| 6M | +63.4% | +83.0% | -19.6% | +57.1% |
| YTD | +51.3% | +52.0% | -0.7% | +45.3% |
| 1Y | +65.8% | +144.5% | -78.7% | +55.3% |
| All | +65.8% | +136.7% | -70.9% | +55.3% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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