+66.4%
DIA vs ZETA
+306.8%
-240.4%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.3% |
| 7D | +2.1% | +18.1% | -16.0% | +0.7% |
| 30D | +1.5% | +13.6% | -12.1% | +0.3% |
| 3M | -2.4% | +23.7% | -26.2% | -4.3% |
| 6M | +6.0% | +128.5% | -122.5% | -1.6% |
| YTD | +10.1% | +80.1% | -70.0% | +3.6% |
| 1Y | +11.8% | +98.0% | -86.2% | +4.3% |
| 3Y | +59.7% | +348.6% | -288.9% | +33.5% |
| 5Y | +57.9% | +286.6% | -228.7% | +29.0% |
| All | +66.4% | +306.8% | -240.4% | +37.0% |
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