+348.6%
ZETA vs RL
+250.5%
+98.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.1% |
| 7D | +18.1% | +2.6% | +15.5% | +16.6% |
| 30D | +13.6% | +2.9% | +10.6% | +11.9% |
| 3M | +23.7% | 0.0% | +23.7% | +23.3% |
| 6M | +128.5% | +17.1% | +111.4% | +104.1% |
| YTD | +80.1% | +10.1% | +70.0% | +65.8% |
| 1Y | +98.0% | +17.3% | +80.7% | +75.2% |
| 3Y | +348.6% | +249.3% | +99.3% | +143.9% |
| All | +348.6% | +250.5% | +98.0% | +143.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling