-95.4%
DFNS vs ZETA
+124.4%
-219.8%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +7.6% | +5.1% | +2.7% |
| 7D | -13.0% | +18.8% | -31.7% | -30.1% |
| 30D | -56.9% | +12.6% | -69.5% | -63.5% |
| 3M | -93.2% | +29.5% | -122.7% | -95.4% |
| 6M | -95.4% | +128.6% | -224.0% | -98.6% |
| All | -95.4% | +124.4% | -219.8% | -98.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling