+242.2%
ZETA vs ROP
-10.8%
+253.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | +0.1% |
| 7D | -0.1% | -6.1% | +6.1% | +6.1% |
| 30D | +10.5% | -3.4% | +13.8% | +14.0% |
| 3M | +44.3% | +16.7% | +27.6% | +22.9% |
| 6M | +59.4% | +8.1% | +51.4% | +47.2% |
| YTD | +49.5% | -11.7% | +61.2% | +66.4% |
| 1Y | +62.7% | -24.2% | +86.9% | +109.7% |
| 3Y | +274.6% | -19.0% | +293.6% | +363.8% |
| 5Y | +349.3% | -15.9% | +365.2% | +393.5% |
| All | +242.2% | -10.8% | +253.0% | +264.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 10y: compounded portfolio wealth divided by compounded ROP 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…
10y analysis · Full analysis span regression · 6 months rolling