+64.3%
ZETA vs RUN
-20.3%
+84.6%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.6% | -4.0% |
| 7D | +2.7% | +1.3% | +1.4% | +2.5% |
| 30D | +15.8% | -15.3% | +31.1% | +18.4% |
| 3M | +35.4% | -40.0% | +75.4% | +42.0% |
| All | +64.3% | -20.3% | +84.6% | +65.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 6mo: compounded portfolio wealth divided by compounded RUN 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…
6mo analysis · Full analysis span regression · 6 months rolling