+65.8%
ZETA vs RL
+11.4%
+54.4%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.4% |
| 7D | -2.4% | +1.9% | -4.3% | -3.0% |
| 30D | +15.6% | -12.2% | +27.8% | +20.4% |
| 3M | +41.5% | -6.6% | +48.1% | +42.4% |
| 6M | +63.4% | +3.2% | +60.3% | +50.2% |
| YTD | +51.3% | -1.3% | +52.6% | +46.6% |
| 1Y | +65.8% | +13.6% | +52.2% | +43.5% |
| All | +65.8% | +11.4% | +54.4% | +43.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling