+349.3%
ZETA vs ROST
+108.0%
+241.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -0.1% |
| 7D | -0.1% | -2.2% | +2.2% | +1.3% |
| 30D | +10.5% | -11.4% | +21.9% | +18.5% |
| 3M | +44.3% | -1.6% | +45.9% | +44.5% |
| 6M | +59.4% | +6.8% | +52.6% | +50.1% |
| YTD | +49.5% | +25.8% | +23.7% | +25.8% |
| 1Y | +62.7% | +52.4% | +10.3% | +20.1% |
| 3Y | +274.6% | +94.4% | +180.3% | +131.3% |
| 5Y | +349.3% | +108.2% | +241.1% | +125.7% |
| All | +349.3% | +108.0% | +241.3% | +125.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling