+1,087.1%
DELL vs ZETA
+235.0%
+852.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -1.2% | +13.2% | +12.2% |
| 7D | +8.2% | -3.7% | +12.0% | +8.8% |
| 30D | +17.1% | +5.7% | +11.4% | +15.9% |
| 3M | +45.2% | +50.4% | -5.3% | +35.7% |
| 6M | +286.8% | +65.5% | +221.3% | +257.6% |
| YTD | +354.8% | +48.3% | +306.5% | +323.8% |
| 1Y | +358.3% | +45.4% | +312.9% | +325.8% |
| 3Y | +724.9% | +270.8% | +454.1% | +565.2% |
| 5Y | +1,193.7% | +336.1% | +857.6% | +901.4% |
| All | +1,087.1% | +235.0% | +852.2% | +823.0% |
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 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