+90.3%
ZETA vs ROST
+54.7%
+35.6%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +6.1% | -3.5% | +1.4% |
| 7D | -5.0% | +7.8% | -12.8% | -6.4% |
| 30D | -3.3% | +8.6% | -11.9% | -5.0% |
| 3M | +31.0% | -1.9% | +32.9% | +31.6% |
| 6M | +72.2% | +9.1% | +63.0% | +68.0% |
| YTD | +56.2% | +37.2% | +18.9% | +32.4% |
| 1Y | +90.3% | +52.7% | +37.6% | +47.1% |
| All | +90.3% | +54.7% | +35.6% | +47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 1y: compounded portfolio wealth divided by compounded ROST 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…
1y analysis · Full analysis span regression · 6 months rolling