+111.4%
DAL vs ZETA
+281.0%
-169.5%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.3% | 0.0% |
| 7D | -1.1% | +18.1% | -19.2% | -4.3% |
| 30D | +12.8% | +13.6% | -0.7% | +10.0% |
| 3M | -5.3% | +23.7% | -29.0% | -9.5% |
| 6M | +22.4% | +128.5% | -106.1% | +2.4% |
| YTD | +25.6% | +80.1% | -54.5% | +8.9% |
| 1Y | +45.5% | +98.0% | -52.5% | +23.7% |
| 3Y | +161.0% | +348.6% | -187.6% | +69.8% |
| All | +111.4% | +281.0% | -169.5% | +25.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling