+341.8%
ZETA vs ROP
-14.2%
+355.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.9% | +1.1% | +1.0% |
| 7D | -2.4% | -5.4% | +3.0% | +3.0% |
| 30D | +15.6% | -1.6% | +17.2% | +17.4% |
| 3M | +41.5% | +18.8% | +22.7% | +17.7% |
| 6M | +63.4% | +8.2% | +55.2% | +50.2% |
| YTD | +51.3% | -10.5% | +61.8% | +66.9% |
| 1Y | +65.8% | -23.7% | +89.6% | +114.5% |
| 3Y | +279.2% | -17.9% | +297.0% | +365.1% |
| 5Y | +341.8% | -15.3% | +357.1% | +402.7% |
| All | +341.8% | -14.2% | +355.9% | +402.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling