+252.6%
ZETA vs RNG
-71.3%
+323.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.9% | -0.2% | -2.3% |
| 7D | +2.7% | +5.8% | -3.1% | +0.1% |
| 30D | +15.8% | +19.6% | -3.8% | +6.6% |
| 3M | +35.4% | +67.0% | -31.6% | +4.7% |
| 6M | +67.1% | +88.4% | -21.3% | +20.8% |
| YTD | +54.1% | +155.5% | -101.4% | -6.6% |
| 1Y | +67.8% | +141.7% | -73.8% | +4.7% |
| 3Y | +311.4% | +131.1% | +180.3% | +144.8% |
| 5Y | +324.8% | -70.6% | +395.4% | +452.6% |
| All | +252.6% | -71.3% | +323.9% | +367.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling