+341.8%
ZETA vs RRC
+153.5%
+188.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.7% |
| 7D | -2.4% | -1.2% | -1.2% | -2.1% |
| 30D | +15.6% | +9.4% | +6.1% | +12.9% |
| 3M | +41.5% | +7.4% | +34.1% | +38.2% |
| 6M | +63.4% | +1.5% | +62.0% | +61.2% |
| YTD | +51.3% | +19.4% | +31.9% | +41.7% |
| 1Y | +65.8% | +24.2% | +41.6% | +52.9% |
| 3Y | +279.2% | +32.8% | +246.4% | +236.3% |
| 5Y | +341.8% | +152.9% | +188.8% | +238.2% |
| All | +341.8% | +153.5% | +188.3% | +238.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling