+128.6%
ZETA vs ROP
+41.3%
+87.3%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +0.7% | +6.9% | +7.3% |
| 7D | +18.8% | -2.9% | +21.7% | +20.2% |
| 30D | +12.6% | +30.1% | -17.4% | -3.6% |
| 3M | +29.5% | +19.9% | +9.6% | +18.1% |
| 6M | +128.6% | +46.0% | +82.6% | +66.5% |
| All | +128.6% | +41.3% | +87.3% | +66.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling