+242.2%
ZETA vs RRC
+179.5%
+62.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | -0.1% | -1.7% | +1.7% | +0.4% |
| 30D | +10.5% | +3.6% | +6.9% | +9.4% |
| 3M | +44.3% | +8.8% | +35.5% | +40.5% |
| 6M | +59.4% | +0.8% | +58.6% | +57.6% |
| YTD | +49.5% | +19.0% | +30.5% | +40.3% |
| 1Y | +62.7% | +22.9% | +39.8% | +50.6% |
| 3Y | +274.6% | +32.3% | +242.3% | +233.1% |
| 5Y | +349.3% | +151.6% | +197.8% | +230.5% |
| All | +242.2% | +179.5% | +62.6% | +143.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded RRC 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling