+24.0%
DASH vs ZETA
+244.4%
-220.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.3% | -5.4% | -1.6% |
| 7D | +0.4% | -0.4% | +0.8% | +0.6% |
| 30D | -6.0% | -8.0% | +2.0% | -3.9% |
| 3M | -15.8% | +21.4% | -37.2% | -20.8% |
| 6M | +7.0% | +80.1% | -73.1% | -11.4% |
| YTD | -20.7% | +52.5% | -73.2% | -31.9% |
| 1Y | -8.5% | +58.5% | -67.0% | -22.8% |
| 3Y | +101.8% | +281.7% | -179.9% | +0.6% |
| 5Y | -9.6% | +237.3% | -246.9% | -57.0% |
| All | +24.0% | +244.4% | -220.4% | -42.4% |
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