-99.9%
DFNS vs ZETA
+237.6%
-337.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.2% | -3.4% | -4.7% |
| 7D | +4.6% | -0.1% | +4.7% | +4.6% |
| 30D | -73.9% | +10.5% | -84.3% | -73.8% |
| 3M | -71.7% | +44.3% | -116.0% | -71.7% |
| 6M | -94.6% | +59.4% | -154.0% | -94.5% |
| YTD | -98.1% | +49.5% | -147.6% | -98.1% |
| 1Y | -98.3% | +62.7% | -161.0% | -98.3% |
| 3Y | -99.9% | +274.6% | -374.5% | -99.9% |
| 5Y | -99.9% | +349.3% | -449.2% | -99.9% |
| All | -99.9% | +237.6% | -337.5% | -99.9% |
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