+107.0%
DAL vs ZETA
+289.2%
-182.3%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +8.2% | -7.7% | -1.0% |
| 7D | +10.7% | +13.2% | -2.5% | +8.3% |
| 30D | +12.5% | +6.0% | +6.5% | +11.3% |
| 3M | +3.6% | +27.3% | -23.7% | -1.2% |
| 6M | +26.7% | +104.6% | -77.9% | +9.7% |
| YTD | +34.3% | +72.3% | -38.1% | +18.7% |
| 1Y | +59.1% | +76.3% | -17.2% | +39.7% |
| 3Y | +179.9% | +325.6% | -145.7% | +93.6% |
| 5Y | +119.1% | +254.2% | -135.1% | +43.4% |
| All | +107.0% | +289.2% | -182.3% | +36.3% |
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