+312.3%
ZETA vs ROST
+105.3%
+206.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.7% | -0.4% |
| 7D | +18.1% | +0.3% | +17.9% | +18.1% |
| 30D | +13.6% | +0.5% | +13.1% | +13.2% |
| 3M | +23.7% | -5.2% | +29.0% | +26.9% |
| 6M | +128.5% | +9.8% | +118.7% | +112.1% |
| YTD | +80.1% | +29.4% | +50.7% | +50.4% |
| 1Y | +98.0% | +44.4% | +53.6% | +54.3% |
| 3Y | +348.6% | +95.0% | +253.6% | +185.7% |
| 5Y | +286.6% | +111.9% | +174.7% | +98.7% |
| All | +312.3% | +105.3% | +206.9% | +101.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling