+312.3%
ZETA vs ROP
+10.0%
+302.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -2.0% |
| 7D | +18.1% | +0.7% | +17.4% | +17.4% |
| 30D | +13.6% | +28.8% | -15.2% | -10.7% |
| 3M | +23.7% | +21.1% | +2.7% | +2.6% |
| 6M | +128.5% | +52.5% | +76.0% | +50.7% |
| YTD | +80.1% | +8.9% | +71.2% | +63.4% |
| 1Y | +98.0% | +8.2% | +89.8% | +80.7% |
| 3Y | +348.6% | -5.2% | +353.8% | +372.4% |
| 5Y | +286.6% | +1.7% | +284.9% | +247.1% |
| All | +312.3% | +10.0% | +302.3% | +257.7% |
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