+1,106.2%
DELL vs ZETA
+341.5%
+764.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.4% |
| 7D | +8.7% | -0.1% | +8.8% | +8.7% |
| 30D | +16.9% | +10.5% | +6.4% | +14.8% |
| 3M | +40.4% | +44.3% | -3.9% | +31.8% |
| 6M | +267.1% | +59.4% | +207.6% | +239.9% |
| YTD | +329.1% | +49.5% | +279.6% | +298.3% |
| 1Y | +346.9% | +62.7% | +284.2% | +307.7% |
| 3Y | +696.6% | +274.6% | +422.0% | +532.6% |
| 5Y | +1,106.2% | +349.3% | +756.9% | +815.3% |
| All | +1,106.2% | +341.5% | +764.7% | +815.3% |
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