+252.6%
ZETA vs ROL
+16.2%
+236.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.4% | -4.5% | -4.2% |
| 7D | +2.7% | -1.4% | +4.1% | +3.2% |
| 30D | +15.8% | -4.1% | +19.9% | +17.5% |
| 3M | +35.4% | -22.5% | +57.9% | +48.2% |
| 6M | +67.1% | -37.7% | +104.8% | +98.4% |
| YTD | +54.1% | -39.6% | +93.6% | +84.5% |
| 1Y | +67.8% | -36.0% | +103.8% | +95.3% |
| 3Y | +311.4% | -5.1% | +316.6% | +283.5% |
| 5Y | +324.8% | -3.4% | +328.2% | +230.9% |
| All | +252.6% | +16.2% | +236.4% | +160.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling