+252.6%
ZETA vs RY
+141.3%
+111.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.7% | -3.4% | -3.3% |
| 7D | +2.7% | +3.1% | -0.5% | -0.7% |
| 30D | +15.8% | -0.3% | +16.1% | +15.8% |
| 3M | +35.4% | +8.7% | +26.8% | +23.0% |
| 6M | +67.1% | +28.5% | +38.6% | +25.8% |
| YTD | +54.1% | +25.1% | +28.9% | +19.7% |
| 1Y | +67.8% | +46.3% | +21.5% | +10.4% |
| 3Y | +311.4% | +154.9% | +156.5% | +52.5% |
| 5Y | +324.8% | +140.3% | +184.5% | +63.0% |
| All | +252.6% | +141.3% | +111.3% | +35.8% |
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 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