+90.3%
ZETA vs RGEN
+19.5%
+70.8%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.7% | +2.6% |
| 7D | -5.0% | -3.5% | -1.5% | -3.8% |
| 30D | -3.3% | -6.0% | +2.6% | -1.5% |
| 3M | +31.0% | +19.0% | +12.0% | +20.0% |
| 6M | +72.2% | +50.7% | +21.4% | +37.8% |
| YTD | +56.2% | +8.8% | +47.4% | +61.2% |
| 1Y | +90.3% | +21.3% | +69.0% | +80.2% |
| All | +90.3% | +19.5% | +70.8% | +80.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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