+65.8%
ZETA vs ROL
-37.3%
+103.1%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.5% | +0.8% | -1.5% |
| 7D | -2.4% | -3.4% | +1.0% | -2.0% |
| 30D | +15.6% | -6.9% | +22.5% | +16.6% |
| 3M | +41.5% | -24.6% | +66.1% | +45.2% |
| 6M | +63.4% | -39.5% | +103.0% | +73.2% |
| YTD | +51.3% | -41.1% | +92.4% | +63.0% |
| 1Y | +65.8% | -37.9% | +103.7% | +81.9% |
| All | +65.8% | -37.3% | +103.1% | +81.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling