-98.3%
DFNS vs ZETA
+68.7%
-167.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.1% | +4.7% | +4.3% |
| 7D | -16.0% | +2.7% | -18.6% | -18.2% |
| 30D | -77.7% | +15.8% | -93.5% | -80.9% |
| 3M | -77.2% | +35.4% | -112.6% | -84.3% |
| 6M | -95.2% | +67.1% | -162.3% | -97.1% |
| YTD | -98.0% | +54.1% | -152.0% | -98.8% |
| 1Y | -98.3% | +67.8% | -166.1% | -99.0% |
| All | -98.3% | +68.7% | -167.0% | -99.0% |
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 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