+324.5%
ZETA vs RY
+134.7%
+189.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +0.6% | +7.1% | +7.0% |
| 7D | +18.8% | -3.0% | +21.7% | +22.8% |
| 30D | +12.6% | +6.3% | +6.4% | +5.8% |
| 3M | +29.5% | -2.6% | +32.1% | +32.6% |
| 6M | +128.6% | +13.9% | +114.7% | +96.4% |
| YTD | +85.5% | +21.7% | +63.8% | +48.3% |
| 1Y | +90.6% | +40.4% | +50.2% | +30.5% |
| 3Y | +358.0% | +161.3% | +196.7% | +65.5% |
| 5Y | +282.0% | +126.5% | +155.5% | +61.6% |
| All | +324.5% | +134.7% | +189.8% | +68.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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