-100.0%
DFNS vs ZETA
+289.2%
-389.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +8.2% | +4.6% | +13.0% |
| 7D | -37.0% | +13.2% | -50.2% | -36.8% |
| 30D | -63.4% | +6.0% | -69.4% | -63.4% |
| 3M | -94.1% | +27.3% | -121.4% | -94.0% |
| 6M | -96.3% | +104.6% | -200.9% | -96.2% |
| YTD | -99.6% | +72.3% | -171.9% | -99.6% |
| 1Y | -99.7% | +76.3% | -176.0% | -99.7% |
| 3Y | -100.0% | +325.6% | -425.6% | -100.0% |
| 5Y | -100.0% | +254.2% | -354.2% | -100.0% |
| All | -100.0% | +289.2% | -389.2% | -100.0% |
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