+239.5%
ZETA vs RNG
-73.0%
+312.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.1% | -1.2% |
| 7D | -3.7% | -6.1% | +2.4% | -0.9% |
| 30D | +5.7% | +9.6% | -3.9% | +1.3% |
| 3M | +50.4% | +83.3% | -32.9% | +11.2% |
| 6M | +65.5% | +77.9% | -12.5% | +23.0% |
| YTD | +48.3% | +139.9% | -91.6% | -7.4% |
| 1Y | +45.4% | +121.7% | -76.3% | -5.5% |
| 3Y | +270.8% | +121.9% | +148.9% | +124.8% |
| 5Y | +336.1% | -68.4% | +404.5% | +474.4% |
| All | +239.5% | -73.0% | +312.5% | +363.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 10y: compounded portfolio wealth divided by compounded RNG 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…
10y analysis · Full analysis span regression · 6 months rolling