+312.3%
ZETA vs RL
+252.6%
+59.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.0% |
| 7D | +18.1% | +2.6% | +15.5% | +16.4% |
| 30D | +13.6% | +2.9% | +10.6% | +11.6% |
| 3M | +23.7% | 0.0% | +23.7% | +23.1% |
| 6M | +128.5% | +17.1% | +111.4% | +101.5% |
| YTD | +80.1% | +10.1% | +70.0% | +63.9% |
| 1Y | +98.0% | +17.3% | +80.7% | +73.0% |
| 3Y | +348.6% | +249.3% | +99.3% | +97.3% |
| 5Y | +286.6% | +240.9% | +45.7% | +61.4% |
| All | +312.3% | +252.6% | +59.6% | +68.2% |
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