+91.6%
DAL vs ZETA
+227.1%
-135.5%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -7.3% | +2.9% | -3.1% |
| 7D | +4.6% | -10.0% | +14.5% | +6.5% |
| 30D | +2.3% | -10.6% | +12.9% | +4.3% |
| 3M | -8.1% | +8.9% | -17.0% | -9.9% |
| 6M | +21.4% | +65.1% | -43.7% | +9.2% |
| YTD | +24.3% | +44.8% | -20.5% | +13.3% |
| 1Y | +47.4% | +47.8% | -0.4% | +33.5% |
| 3Y | +164.6% | +248.8% | -84.1% | +89.6% |
| 5Y | +100.2% | +220.3% | -120.1% | +34.6% |
| All | +91.6% | +227.1% | -135.5% | +30.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling