+324.5%
ZETA vs ROP
+9.5%
+315.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +0.7% | +6.9% | +7.0% |
| 7D | +18.8% | -2.9% | +21.7% | +21.6% |
| 30D | +12.6% | +30.1% | -17.4% | -12.4% |
| 3M | +29.5% | +19.9% | +9.6% | +8.4% |
| 6M | +128.6% | +46.0% | +82.6% | +57.1% |
| YTD | +85.5% | +8.4% | +77.1% | +69.0% |
| 1Y | +90.6% | +8.8% | +81.8% | +73.3% |
| 3Y | +358.0% | -5.6% | +363.6% | +384.4% |
| 5Y | +282.0% | +3.0% | +279.0% | +244.7% |
| All | +324.5% | +9.5% | +315.1% | +269.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling