+249.0%
ZETA vs RY
+131.9%
+117.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.3% | +6.6% | +6.6% |
| 7D | -0.4% | -0.9% | +0.4% | +0.5% |
| 30D | -8.0% | +5.9% | -13.9% | -13.4% |
| 3M | +21.4% | -4.3% | +25.7% | +26.5% |
| 6M | +80.1% | +12.1% | +68.0% | +57.3% |
| YTD | +52.5% | +20.3% | +32.2% | +23.4% |
| 1Y | +58.5% | +41.0% | +17.5% | +7.9% |
| 3Y | +281.7% | +157.5% | +124.1% | +39.9% |
| 5Y | +237.3% | +123.2% | +114.1% | +44.8% |
| All | +249.0% | +131.9% | +117.1% | +39.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling