+239.5%
ZETA vs RSG
+117.2%
+122.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.6% |
| 7D | -3.7% | 0.0% | -3.7% | -3.7% |
| 30D | +5.7% | +4.0% | +1.8% | +4.0% |
| 3M | +50.4% | +7.4% | +43.1% | +45.5% |
| 6M | +65.5% | +0.1% | +65.4% | +64.8% |
| YTD | +48.3% | +6.0% | +42.3% | +43.4% |
| 1Y | +45.4% | -3.0% | +48.3% | +46.9% |
| 3Y | +270.8% | +56.5% | +214.3% | +188.0% |
| 5Y | +336.1% | +90.9% | +245.2% | +200.0% |
| All | +239.5% | +117.2% | +122.3% | +136.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 10y: compounded portfolio wealth divided by compounded RSG 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…
10y analysis · Full analysis span regression · 6 months rolling