+98.0%
ZETA vs RNG
+176.7%
-78.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.4% |
| 7D | +18.1% | +4.6% | +13.5% | +16.1% |
| 30D | +13.6% | +0.4% | +13.2% | +13.5% |
| 3M | +23.7% | +11.4% | +12.3% | +18.3% |
| 6M | +128.5% | +95.7% | +32.8% | +74.6% |
| YTD | +80.1% | +162.9% | -82.8% | +21.7% |
| 1Y | +98.0% | +180.3% | -82.3% | +27.7% |
| All | +98.0% | +176.7% | -78.7% | +27.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling