+66.8%
DIA vs ZETA
+318.9%
-252.1%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.6% | -7.1% | -0.1% |
| 7D | -1.6% | +18.8% | -20.4% | -3.0% |
| 30D | +1.3% | +12.6% | -11.3% | +0.2% |
| 3M | -2.1% | +29.5% | -31.5% | -4.3% |
| 6M | +6.2% | +128.6% | -122.4% | -1.4% |
| YTD | +10.3% | +85.5% | -75.1% | +3.6% |
| 1Y | +11.0% | +90.6% | -79.6% | +3.8% |
| 3Y | +60.4% | +358.0% | -297.6% | +33.9% |
| 5Y | +59.1% | +282.0% | -222.9% | +29.7% |
| All | +66.8% | +318.9% | -252.1% | +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