+252.6%
ZETA vs RGEN
-10.0%
+262.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.2% | -2.9% | -3.7% |
| 7D | +2.7% | -4.9% | +7.6% | +4.3% |
| 30D | +15.8% | +5.7% | +10.1% | +13.2% |
| 3M | +35.4% | +32.4% | +3.0% | +21.1% |
| 6M | +67.1% | +33.2% | +33.9% | +48.1% |
| YTD | +54.1% | +2.3% | +51.8% | +50.3% |
| 1Y | +67.8% | +39.0% | +28.8% | +46.7% |
| 3Y | +311.4% | -4.6% | +316.0% | +284.5% |
| 5Y | +324.8% | -42.7% | +367.5% | +283.7% |
| All | +252.6% | -10.0% | +262.6% | +236.7% |
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