+202.4%
ZETA vs RL
+226.8%
-24.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.4% | +6.7% | +6.1% |
| 7D | -0.4% | -4.2% | +3.7% | +2.1% |
| 30D | -8.0% | +4.3% | -12.3% | -10.4% |
| 3M | +21.4% | -4.6% | +26.0% | +24.0% |
| 6M | +80.1% | +1.7% | +78.4% | +72.3% |
| YTD | +52.5% | +7.3% | +45.1% | +39.9% |
| 1Y | +58.5% | +20.8% | +37.7% | +34.3% |
| 3Y | +281.7% | +247.0% | +34.7% | +53.2% |
| All | +202.4% | +226.8% | -24.4% | +21.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling