+63.0%
ZETA vs ROL
-32.4%
+95.4%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.1% | +2.4% | +4.2% |
| 7D | +6.2% | +7.5% | -1.3% | +5.3% |
| 30D | -2.0% | +21.1% | -23.2% | -4.5% |
| 3M | +21.7% | +3.1% | +18.5% | +22.3% |
| 6M | +89.1% | -27.4% | +116.6% | +104.0% |
| YTD | +59.3% | -34.7% | +94.0% | +76.0% |
| All | +63.0% | -32.4% | +95.4% | +76.9% |
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