+294.5%
ZETA vs RGEN
-6.6%
+301.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -2.8% | +10.9% | +9.1% |
| 7D | +13.2% | -2.4% | +15.6% | +14.2% |
| 30D | +6.0% | +0.1% | +5.9% | +6.0% |
| 3M | +27.3% | +6.6% | +20.7% | +23.1% |
| 6M | +104.6% | +40.9% | +63.7% | +77.0% |
| YTD | +72.3% | +6.2% | +66.2% | +64.6% |
| 1Y | +76.3% | +19.4% | +56.9% | +61.8% |
| 3Y | +325.6% | +17.9% | +307.7% | +266.8% |
| 5Y | +254.2% | -34.0% | +288.3% | +209.2% |
| All | +294.5% | -6.6% | +301.0% | +268.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling