+19.1%
DASH vs ZETA
+313.7%
-294.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -1.9% | -2.8% |
| 7D | -4.1% | +26.5% | -30.5% | -10.4% |
| 30D | -10.6% | +10.3% | -20.9% | -13.3% |
| 3M | -18.8% | +30.5% | -49.3% | -25.3% |
| 6M | +11.2% | +129.4% | -118.1% | -14.2% |
| YTD | -23.8% | +83.1% | -106.9% | -38.0% |
| 1Y | -12.2% | +82.1% | -94.2% | -28.8% |
| 3Y | +97.3% | +352.3% | -255.0% | -6.3% |
| 5Y | -29.8% | +293.1% | -323.0% | -68.3% |
| All | +19.1% | +313.7% | -294.5% | -47.6% |
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