+246.3%
ZETA vs RL
+216.1%
+30.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.2% |
| 7D | -2.4% | +1.9% | -4.3% | -3.4% |
| 30D | +15.6% | -12.2% | +27.8% | +24.0% |
| 3M | +41.5% | -6.6% | +48.1% | +44.6% |
| 6M | +63.4% | +3.2% | +60.3% | +53.8% |
| YTD | +51.3% | -1.3% | +52.6% | +47.0% |
| 1Y | +65.8% | +13.6% | +52.2% | +47.9% |
| 3Y | +279.2% | +210.9% | +68.3% | +78.7% |
| 5Y | +341.8% | +246.9% | +94.9% | +91.2% |
| All | +246.3% | +216.1% | +30.3% | +50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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