+290.4%
ZETA vs ROL
+7.0%
+283.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.4% | -4.5% | -4.1% |
| 7D | +2.7% | -1.4% | +4.1% | +2.9% |
| 30D | +15.8% | -4.1% | +19.9% | +16.6% |
| 3M | +35.4% | -22.5% | +57.9% | +41.0% |
| 6M | +67.1% | -37.7% | +104.8% | +81.1% |
| YTD | +54.1% | -39.6% | +93.6% | +68.1% |
| 1Y | +67.8% | -36.0% | +103.8% | +81.2% |
| All | +290.4% | +7.0% | +283.4% | +267.7% |
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