+319.2%
ZETA vs ROL
+23.5%
+295.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.2% | -0.8% |
| 7D | +26.5% | -1.7% | +28.2% | +27.1% |
| 30D | +10.3% | +18.5% | -8.3% | +3.7% |
| 3M | +30.5% | +4.3% | +26.2% | +28.2% |
| 6M | +129.4% | -27.7% | +157.1% | +157.0% |
| YTD | +83.1% | -35.8% | +118.9% | +114.1% |
| 1Y | +82.1% | -34.1% | +116.2% | +110.4% |
| 3Y | +352.3% | +2.9% | +349.4% | +308.0% |
| 5Y | +293.1% | +12.7% | +280.4% | +201.4% |
| All | +319.2% | +23.5% | +295.7% | +202.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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