+252.6%
ZETA vs RIG
+39.3%
+213.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.8% | -1.2% | -3.4% |
| 7D | +2.7% | +0.9% | +1.8% | +2.3% |
| 30D | +15.8% | +13.8% | +2.0% | +12.3% |
| 3M | +35.4% | -6.4% | +41.8% | +36.5% |
| 6M | +67.1% | -8.2% | +75.3% | +68.0% |
| YTD | +54.1% | +41.6% | +12.4% | +38.7% |
| 1Y | +67.8% | +88.7% | -20.9% | +39.4% |
| 3Y | +311.4% | -30.9% | +342.3% | +310.7% |
| 5Y | +324.8% | +57.7% | +267.1% | +210.7% |
| All | +252.6% | +39.3% | +213.4% | +156.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling