+143.3%
DELL vs ZETA
+84.8%
+58.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +2.6% | -11.4% | -9.5% |
| 7D | -24.6% | -5.0% | -19.6% | -23.6% |
| 30D | -32.5% | -3.3% | -29.1% | -31.8% |
| 3M | -20.2% | +31.0% | -51.2% | -26.1% |
| 6M | +76.5% | +72.2% | +4.3% | +54.6% |
| YTD | +198.9% | +56.2% | +142.8% | +161.4% |
| 1Y | +143.3% | +90.3% | +53.0% | +103.1% |
| All | +143.3% | +84.8% | +58.6% | +103.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling