+243.8%
ZETA vs RMD
+6.8%
+237.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.6% | +0.5% |
| 7D | -6.5% | -4.2% | -2.3% | -4.8% |
| 30D | +4.8% | -2.1% | +6.9% | +5.6% |
| 3M | +53.3% | +13.8% | +39.6% | +44.8% |
| 6M | +66.8% | -10.6% | +77.4% | +73.9% |
| YTD | +50.2% | -8.1% | +58.3% | +54.0% |
| 1Y | +62.0% | -18.0% | +80.0% | +74.7% |
| 3Y | +276.4% | +52.9% | +223.5% | +192.5% |
| 5Y | +341.6% | -22.3% | +363.9% | +344.7% |
| All | +243.8% | +6.8% | +237.0% | +185.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded RMD 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling