+243.8%
ZETA vs RJF
+114.6%
+129.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +1.4% |
| 7D | -6.5% | -4.2% | -2.3% | -2.9% |
| 30D | +4.8% | -3.6% | +8.4% | +8.2% |
| 3M | +53.3% | +15.6% | +37.7% | +35.3% |
| 6M | +66.8% | +17.6% | +49.2% | +45.0% |
| YTD | +50.2% | +9.2% | +41.0% | +38.7% |
| 1Y | +62.0% | +5.5% | +56.5% | +55.1% |
| 3Y | +276.4% | +70.3% | +206.0% | +141.8% |
| 5Y | +341.6% | +106.0% | +235.6% | +144.8% |
| All | +243.8% | +114.6% | +129.2% | +89.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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