+24.9%
DASH vs ZETA
+259.8%
-234.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.5% | -3.8% | -0.5% |
| 7D | -4.8% | +6.2% | -11.0% | -6.3% |
| 30D | -7.9% | -2.0% | -5.9% | -7.5% |
| 3M | -16.3% | +21.7% | -38.0% | -21.4% |
| 6M | +10.4% | +89.1% | -78.8% | -9.9% |
| YTD | -20.1% | +59.3% | -79.4% | -32.3% |
| 1Y | -11.4% | +66.2% | -77.6% | -26.2% |
| 3Y | +114.1% | +297.3% | -183.2% | +5.6% |
| 5Y | -5.8% | +227.5% | -233.2% | -55.6% |
| All | +24.9% | +259.8% | -234.9% | -42.7% |
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