+341.6%
ZETA vs RRX
+14.8%
+326.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.4% | +1.2% |
| 7D | -6.5% | -3.7% | -2.7% | -5.1% |
| 30D | +4.8% | -9.3% | +14.1% | +8.6% |
| 3M | +53.3% | -21.8% | +75.1% | +61.7% |
| 6M | +66.8% | -22.0% | +88.8% | +71.1% |
| YTD | +50.2% | +11.9% | +38.2% | +23.9% |
| 1Y | +62.0% | +11.6% | +50.4% | +33.9% |
| 3Y | +276.4% | +2.2% | +274.2% | +212.4% |
| 5Y | +341.6% | +14.9% | +326.8% | +250.5% |
| All | +341.6% | +14.8% | +326.9% | +250.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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