+106.1%
DAL vs ZETA
+259.8%
-153.7%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +4.5% | +0.8% | +4.5% |
| 7D | +10.0% | +6.2% | +3.8% | +8.9% |
| 30D | +12.0% | -2.0% | +14.1% | +12.4% |
| 3M | +0.8% | +21.7% | -20.9% | -3.1% |
| 6M | +26.2% | +89.1% | -63.0% | +10.8% |
| YTD | +33.7% | +59.3% | -25.6% | +19.9% |
| 1Y | +57.6% | +66.2% | -8.6% | +39.9% |
| 3Y | +183.5% | +297.3% | -113.8% | +98.6% |
| 5Y | +114.2% | +227.5% | -113.3% | +42.2% |
| All | +106.1% | +259.8% | -153.7% | +37.7% |
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