+324.5%
ZETA vs RRC
+248.1%
+76.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +1.3% | +6.3% | +7.3% |
| 7D | +18.8% | -0.5% | +19.2% | +19.0% |
| 30D | +12.6% | +25.2% | -12.6% | +5.7% |
| 3M | +29.5% | +27.8% | +1.6% | +20.6% |
| 6M | +128.6% | +27.2% | +101.4% | +112.3% |
| YTD | +85.5% | +48.2% | +37.3% | +63.2% |
| 1Y | +90.6% | +34.7% | +55.9% | +72.2% |
| 3Y | +358.0% | +62.2% | +295.8% | +284.7% |
| 5Y | +282.0% | +130.9% | +151.1% | +182.8% |
| All | +324.5% | +248.1% | +76.4% | +183.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling