-99.7%
DFNS vs ZETA
+74.8%
-174.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +8.2% | +4.6% | +5.2% |
| 7D | -37.0% | +13.2% | -50.2% | -44.1% |
| 30D | -63.4% | +6.0% | -69.4% | -65.6% |
| 3M | -94.1% | +27.3% | -121.4% | -95.4% |
| 6M | -96.3% | +104.6% | -200.9% | -98.2% |
| YTD | -99.6% | +72.3% | -171.9% | -99.8% |
| 1Y | -99.7% | +76.3% | -176.0% | -99.9% |
| All | -99.7% | +74.8% | -174.5% | -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 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