+18.4%
DASH vs ZETA
+306.8%
-288.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.0% | -0.2% |
| 7D | -4.5% | +18.1% | -22.7% | -9.1% |
| 30D | -6.8% | +13.6% | -20.4% | -10.4% |
| 3M | -20.7% | +23.7% | -44.4% | -26.0% |
| 6M | +15.1% | +128.5% | -113.4% | -11.1% |
| YTD | -24.3% | +80.1% | -104.4% | -38.1% |
| 1Y | -12.1% | +98.0% | -110.1% | -30.3% |
| 3Y | +91.1% | +348.6% | -257.5% | -9.1% |
| 5Y | -30.3% | +286.6% | -316.9% | -68.4% |
| All | +18.4% | +306.8% | -288.4% | -47.7% |
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