+312.3%
ZETA vs RGEN
-9.9%
+322.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.4% | -1.9% |
| 7D | +18.1% | -3.3% | +21.4% | +19.3% |
| 30D | +13.6% | -5.8% | +19.4% | +15.9% |
| 3M | +23.7% | +0.2% | +23.6% | +22.2% |
| 6M | +128.5% | +56.8% | +71.7% | +90.0% |
| YTD | +80.1% | +2.4% | +77.7% | +74.1% |
| 1Y | +98.0% | +11.4% | +86.6% | +85.9% |
| 3Y | +348.6% | +15.2% | +333.4% | +289.4% |
| 5Y | +286.6% | -35.1% | +321.7% | +241.9% |
| All | +312.3% | -9.9% | +322.1% | +290.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling