+45.4%
ZETA vs RSG
-1.5%
+46.9%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.2% |
| 7D | -3.7% | 0.0% | -3.7% | -3.7% |
| 30D | +5.7% | +4.0% | +1.8% | +6.2% |
| 3M | +50.4% | +7.4% | +43.1% | +51.8% |
| 6M | +65.5% | +0.1% | +65.4% | +66.8% |
| YTD | +48.3% | +6.0% | +42.3% | +51.7% |
| 1Y | +45.4% | -3.0% | +48.3% | +51.8% |
| All | +45.4% | -1.5% | +46.9% | +51.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling