-30.4%
DIS vs ZETA
+259.8%
-290.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.5% | -2.4% | +1.5% |
| 7D | +5.3% | +6.2% | -0.9% | +4.5% |
| 30D | +10.2% | -2.0% | +12.3% | +10.4% |
| 3M | +13.5% | +21.7% | -8.2% | +10.5% |
| 6M | +11.1% | +89.1% | -78.0% | +2.0% |
| YTD | +5.5% | +59.3% | -53.8% | -2.0% |
| 1Y | +9.1% | +66.2% | -57.0% | +0.7% |
| 3Y | +36.0% | +297.3% | -261.3% | +0.8% |
| 5Y | -29.8% | +227.5% | -257.3% | -50.0% |
| All | -30.4% | +259.8% | -290.2% | -51.1% |
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