-29.3%
DASH vs ZETA
+281.0%
-310.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.0% | -0.1% |
| 7D | -4.5% | +18.1% | -22.7% | -9.6% |
| 30D | -6.8% | +13.6% | -20.4% | -10.7% |
| 3M | -20.7% | +23.7% | -44.4% | -26.5% |
| 6M | +15.1% | +128.5% | -113.4% | -13.7% |
| YTD | -24.3% | +80.1% | -104.4% | -39.5% |
| 1Y | -12.1% | +98.0% | -110.1% | -32.2% |
| 3Y | +91.1% | +348.6% | -257.5% | -22.1% |
| All | -29.3% | +281.0% | -310.3% | -76.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling