+294.9%
ZETA vs RY
+123.4%
+171.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.5% |
| 7D | +18.1% | +0.6% | +17.5% | +17.4% |
| 30D | +13.6% | +5.0% | +8.5% | +7.9% |
| 3M | +23.7% | -5.3% | +29.0% | +30.6% |
| 6M | +128.5% | +13.8% | +114.7% | +96.4% |
| YTD | +80.1% | +21.0% | +59.1% | +44.9% |
| 1Y | +98.0% | +40.5% | +57.5% | +35.3% |
| 3Y | +348.6% | +159.7% | +188.9% | +64.2% |
| All | +294.9% | +123.4% | +171.5% | +72.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling