+69.4%
DIA vs ZETA
+247.9%
-178.5%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.1% | +3.5% | -0.2% |
| 7D | -0.2% | +2.7% | -2.8% | -0.4% |
| 30D | -1.5% | +15.8% | -17.3% | -2.8% |
| 3M | +3.8% | +35.4% | -31.7% | +0.9% |
| 6M | +10.3% | +67.1% | -56.8% | +5.0% |
| YTD | +12.1% | +54.1% | -42.0% | +7.0% |
| 1Y | +18.6% | +67.8% | -49.2% | +12.0% |
| 3Y | +60.6% | +311.4% | -250.8% | +35.3% |
| 5Y | +64.4% | +324.8% | -260.4% | +35.2% |
| All | +69.4% | +247.9% | -178.5% | +41.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling