+252.6%
ZETA vs REPL
-55.8%
+308.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.6% | -2.4% | -4.0% |
| 7D | +2.7% | -3.0% | +5.6% | +2.8% |
| 30D | +15.8% | +27.1% | -11.3% | +14.1% |
| 3M | +35.4% | +52.4% | -17.0% | +28.7% |
| 6M | +67.1% | +107.4% | -40.3% | +47.0% |
| YTD | +54.1% | +54.7% | -0.7% | +38.1% |
| 1Y | +67.8% | +158.9% | -91.0% | +39.1% |
| 3Y | +311.4% | -23.7% | +335.1% | +237.1% |
| 5Y | +324.8% | -54.3% | +379.1% | +259.4% |
| All | +252.6% | -55.8% | +308.4% | +192.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling