+61.9%
DIA vs ZETA
+280.5%
-218.6%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.5% | -2.3% | +1.8% |
| 7D | +0.8% | +6.2% | -5.5% | +0.3% |
| 30D | +1.4% | -2.0% | +3.4% | +1.5% |
| 3M | -2.7% | +21.7% | -24.4% | -4.4% |
| 6M | +6.2% | +89.1% | -82.9% | +0.1% |
| YTD | +10.1% | +59.3% | -49.2% | +4.6% |
| 1Y | +13.0% | +66.2% | -53.2% | +6.9% |
| 3Y | +61.9% | +297.3% | -235.4% | +35.5% |
| All | +61.9% | +280.5% | -218.6% | +35.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling