+347.2%
ZETA vs RL
+238.1%
+109.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.0% | -6.1% | -5.2% |
| 7D | +2.7% | -0.8% | +3.5% | +3.1% |
| 30D | +15.8% | -7.8% | +23.6% | +20.7% |
| 3M | +35.4% | -4.0% | +39.4% | +36.1% |
| 6M | +67.1% | -1.9% | +69.0% | +62.1% |
| YTD | +54.1% | -0.2% | +54.2% | +48.4% |
| 1Y | +67.8% | +10.7% | +57.2% | +51.4% |
| 3Y | +311.4% | +210.8% | +100.7% | +86.5% |
| All | +347.2% | +238.1% | +109.1% | +80.6% |
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