+294.5%
ZETA vs RL
+264.8%
+29.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +0.3% | +7.9% | +8.0% |
| 7D | +13.2% | +1.3% | +11.9% | +12.4% |
| 30D | +6.0% | +7.6% | -1.6% | +1.7% |
| 3M | +27.3% | -1.5% | +28.9% | +27.7% |
| 6M | +104.6% | +12.1% | +92.5% | +85.9% |
| YTD | +72.3% | +13.9% | +58.4% | +54.0% |
| 1Y | +76.3% | +20.7% | +55.7% | +52.0% |
| 3Y | +325.6% | +260.6% | +65.0% | +84.1% |
| 5Y | +254.2% | +248.9% | +5.4% | +45.5% |
| All | +294.5% | +264.8% | +29.7% | +58.0% |
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