+252.6%
ZETA vs ROST
+104.0%
+148.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.6% | -3.8% |
| 7D | +2.7% | +0.9% | +1.7% | +2.1% |
| 30D | +15.8% | -8.9% | +24.7% | +21.8% |
| 3M | +35.4% | -0.8% | +36.2% | +35.0% |
| 6M | +67.1% | +8.5% | +58.6% | +56.6% |
| YTD | +54.1% | +28.6% | +25.5% | +29.5% |
| 1Y | +67.8% | +52.3% | +15.5% | +26.5% |
| 3Y | +311.4% | +94.8% | +216.6% | +162.9% |
| 5Y | +324.8% | +110.8% | +214.0% | +118.5% |
| All | +252.6% | +104.0% | +148.6% | +73.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling