+79.5%
DAL vs ZETA
+247.9%
-168.5%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.1% | +5.9% | +2.5% |
| 7D | +0.1% | +2.7% | -2.5% | -0.5% |
| 30D | -13.9% | +15.8% | -29.7% | -16.4% |
| 3M | +1.1% | +35.4% | -34.3% | -5.0% |
| 6M | +26.2% | +67.1% | -40.9% | +13.1% |
| YTD | +16.4% | +54.1% | -37.6% | +5.2% |
| 1Y | +33.9% | +67.8% | -34.0% | +18.3% |
| 3Y | +93.4% | +311.4% | -218.0% | +34.6% |
| 5Y | +106.4% | +324.8% | -218.4% | +36.7% |
| All | +79.5% | +247.9% | -168.5% | +20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ZETA.
Daily Out/Under-Performance
Portfolio return minus ZETA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZETA 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 ZETA 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