+242.2%
ZETA vs RIG
+36.0%
+206.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.0% |
| 7D | -0.1% | -8.2% | +8.1% | +1.8% |
| 30D | +10.5% | -0.2% | +10.6% | +10.3% |
| 3M | +44.3% | -2.7% | +47.0% | +44.1% |
| 6M | +59.4% | -7.5% | +66.9% | +60.1% |
| YTD | +49.5% | +38.3% | +11.2% | +35.3% |
| 1Y | +62.7% | +81.8% | -19.2% | +36.4% |
| 3Y | +274.6% | -30.2% | +304.8% | +273.2% |
| 5Y | +349.3% | +59.9% | +289.4% | +227.9% |
| All | +242.2% | +36.0% | +206.2% | +149.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 RIG 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