+249.0%
ZETA vs ROP
+9.2%
+239.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -2.9% | +8.2% | +7.8% |
| 7D | -0.4% | +2.1% | -2.6% | -2.6% |
| 30D | -8.0% | +32.9% | -40.9% | -29.9% |
| 3M | +21.4% | +20.3% | +1.1% | +1.2% |
| 6M | +80.1% | +36.8% | +43.3% | +31.7% |
| YTD | +52.5% | +8.1% | +44.4% | +39.2% |
| 1Y | +58.5% | +8.3% | +50.2% | +44.7% |
| 3Y | +281.7% | -3.2% | +284.9% | +295.0% |
| 5Y | +237.3% | +1.7% | +235.6% | +205.0% |
| All | +249.0% | +9.2% | +239.8% | +204.6% |
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