+246.3%
ZETA vs RSG
+116.1%
+130.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.6% |
| 7D | -2.4% | -0.7% | -1.7% | -2.1% |
| 30D | +15.6% | +3.3% | +12.3% | +14.1% |
| 3M | +41.5% | +8.5% | +33.0% | +36.0% |
| 6M | +63.4% | -3.5% | +67.0% | +65.8% |
| YTD | +51.3% | +5.5% | +45.8% | +46.6% |
| 1Y | +65.8% | -1.7% | +67.5% | +66.4% |
| 3Y | +279.2% | +56.9% | +222.3% | +194.0% |
| 5Y | +341.8% | +89.4% | +252.4% | +203.9% |
| All | +246.3% | +116.1% | +130.2% | +141.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling