+281.7%
ZETA vs ROL
+3.8%
+277.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -2.1% | +7.4% | +5.6% |
| 7D | -0.4% | +9.5% | -9.9% | -1.7% |
| 30D | -8.0% | +22.9% | -31.0% | -10.8% |
| 3M | +21.4% | +3.5% | +17.9% | +21.0% |
| 6M | +80.1% | -29.4% | +109.5% | +90.9% |
| YTD | +52.5% | -36.1% | +88.5% | +64.5% |
| 1Y | +58.5% | -34.4% | +92.8% | +70.2% |
| 3Y | +281.7% | +4.0% | +277.7% | +246.1% |
| All | +281.7% | +3.8% | +277.8% | +246.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling