+996.8%
DELL vs ZETA
+247.9%
+748.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.1% | +5.6% | +2.1% |
| 7D | +14.9% | +2.7% | +12.2% | +14.3% |
| 30D | +13.3% | +15.8% | -2.5% | +10.6% |
| 3M | +24.4% | +35.4% | -11.0% | +18.2% |
| 6M | +258.0% | +67.1% | +190.9% | +230.4% |
| YTD | +320.2% | +54.1% | +266.1% | +289.6% |
| 1Y | +319.1% | +67.8% | +251.2% | +282.1% |
| 3Y | +706.5% | +311.4% | +395.1% | +543.2% |
| 5Y | +1,071.9% | +324.8% | +747.1% | +802.2% |
| All | +996.8% | +247.9% | +748.9% | +748.5% |
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