-100.0%
DFNS vs ZETA
+306.8%
-406.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.7% | -3.8% | -5.5% |
| 7D | -6.0% | +18.1% | -24.1% | -5.7% |
| 30D | -71.2% | +13.6% | -84.8% | -71.1% |
| 3M | -94.5% | +23.7% | -118.3% | -94.5% |
| 6M | -96.5% | +128.5% | -225.0% | -96.4% |
| YTD | -99.6% | +80.1% | -179.7% | -99.6% |
| 1Y | -99.7% | +98.0% | -197.7% | -99.7% |
| 3Y | -100.0% | +348.6% | -448.6% | -100.0% |
| 5Y | -100.0% | +286.6% | -386.6% | -100.0% |
| All | -100.0% | +306.8% | -406.7% | -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