-31.9%
DIS vs ZETA
+232.9%
-264.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.3% | -5.7% | -1.1% |
| 7D | +5.2% | -0.4% | +5.7% | +5.2% |
| 30D | +11.5% | -8.0% | +19.5% | +12.5% |
| 3M | +11.5% | +21.4% | -9.9% | +8.4% |
| 6M | +8.9% | +80.1% | -71.2% | -0.2% |
| YTD | +3.4% | +52.5% | -49.1% | -4.0% |
| 1Y | +7.2% | +58.5% | -51.3% | -1.1% |
| 3Y | +43.3% | +281.7% | -238.4% | +1.9% |
| All | -31.9% | +232.9% | -264.9% | -54.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling