+227.5%
ZETA vs RRC
+114.1%
+113.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.3% | +4.2% | +4.4% |
| 7D | +6.2% | -10.3% | +16.5% | +9.1% |
| 30D | -2.0% | +19.5% | -21.5% | -7.1% |
| 3M | +21.7% | +27.9% | -6.2% | +13.2% |
| 6M | +89.1% | +21.2% | +68.0% | +77.6% |
| YTD | +59.3% | +39.6% | +19.7% | +42.1% |
| 1Y | +66.2% | +31.3% | +34.9% | +50.6% |
| 3Y | +297.3% | +51.9% | +245.4% | +238.0% |
| All | +227.5% | +114.1% | +113.3% | +155.5% |
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