+128.6%
ZETA vs ROST
+7.5%
+121.1%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +1.0% | +6.6% | +7.6% |
| 7D | +18.8% | -1.8% | +20.6% | +18.7% |
| 30D | +12.6% | +6.8% | +5.8% | +13.3% |
| 3M | +29.5% | -4.0% | +33.5% | +28.7% |
| 6M | +128.6% | +12.9% | +115.7% | +138.0% |
| All | +128.6% | +7.5% | +121.1% | +138.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling