+341.8%
ZETA vs RGEN
-42.7%
+384.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.3% | -2.0% |
| 7D | -2.4% | -0.9% | -1.6% | -2.2% |
| 30D | +15.6% | +2.8% | +12.8% | +14.0% |
| 3M | +41.5% | +34.5% | +7.0% | +25.4% |
| 6M | +63.4% | +40.5% | +23.0% | +41.5% |
| YTD | +51.3% | +2.8% | +48.5% | +47.2% |
| 1Y | +65.8% | +39.6% | +26.2% | +44.0% |
| 3Y | +279.2% | +4.4% | +274.8% | +241.5% |
| 5Y | +341.8% | -42.8% | +384.5% | +302.3% |
| All | +341.8% | -42.7% | +384.5% | +302.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling