+252.6%
ZETA vs RJF
+120.5%
+132.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.6% | -2.5% | -2.7% |
| 7D | +2.7% | -0.6% | +3.2% | +3.2% |
| 30D | +15.8% | -1.3% | +17.1% | +17.0% |
| 3M | +35.4% | +18.9% | +16.5% | +16.6% |
| 6M | +67.1% | +15.0% | +52.1% | +48.0% |
| YTD | +54.1% | +12.2% | +41.8% | +39.0% |
| 1Y | +67.8% | +5.6% | +62.2% | +60.2% |
| 3Y | +311.4% | +74.9% | +236.6% | +158.2% |
| 5Y | +324.8% | +106.6% | +218.1% | +132.2% |
| All | +252.6% | +120.5% | +132.2% | +90.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling