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  • ZETA vs RVTY✓SelectedUSD · RVTYZETA vs RVTY performance historyLatest closeAs of-4.07%09/04
Stock and ETF performance explorer

ZETA vs RVTY

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+67.8%
RVTY return
+57.1%
Excess return
+10.7%
Maximum drawdown
-40.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1y.

Portfolio and benchmark returns by period
PeriodPortfolioRVTYExcessAlpha
1D-4.1%-0.3%-3.8%-3.9%
7D+2.7%+1.1%+1.5%+2.0%
30D+15.8%+13.2%+2.6%+8.4%
3M+35.4%+27.2%+8.2%+17.3%
6M+67.1%+32.4%+34.7%+40.0%
YTD+54.1%+34.9%+19.2%+27.1%
1Y+67.8%+52.4%+15.5%+28.2%
All+67.8%+57.1%+10.7%+28.2%

Cumulative growth

Daily Returns

Daily percentage return beside RVTY.

Daily Out/Under-Performance

Portfolio return minus RVTY return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × RVTY 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 RVTY 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