-99.9%
DFNS vs ZETA
+343.0%
-442.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.8% |
| 7D | +0.8% | -2.4% | +3.2% | +0.7% |
| 30D | -73.2% | +15.6% | -88.8% | -73.1% |
| 3M | -72.4% | +41.5% | -113.9% | -72.5% |
| 6M | -95.2% | +63.4% | -158.6% | -95.2% |
| YTD | -98.0% | +51.3% | -149.3% | -98.0% |
| 1Y | -98.3% | +65.8% | -164.1% | -98.2% |
| 3Y | -99.9% | +279.2% | -379.1% | -99.9% |
| 5Y | -99.9% | +341.8% | -441.6% | -99.9% |
| All | -99.9% | +343.0% | -442.9% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling