+24.2%
DASH vs ZETA
+227.1%
-202.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -7.3% | -2.1% | -7.4% |
| 7D | +0.5% | -10.0% | +10.5% | +3.6% |
| 30D | -7.1% | -10.6% | +3.5% | -4.2% |
| 3M | -13.2% | +8.9% | -22.1% | -16.0% |
| 6M | +8.3% | +65.1% | -56.8% | -8.1% |
| YTD | -20.6% | +44.8% | -65.4% | -30.8% |
| 1Y | -24.4% | +47.8% | -72.2% | -34.8% |
| 3Y | +94.5% | +248.8% | -154.2% | 0.0% |
| 5Y | -9.4% | +220.3% | -229.8% | -56.3% |
| All | +24.2% | +227.1% | -202.9% | -41.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling