-38.5%
DIS vs ZETA
+247.9%
-286.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.1% | +2.3% | -1.3% |
| 7D | -2.6% | +2.7% | -5.2% | -2.9% |
| 30D | +3.5% | +15.8% | -12.3% | +1.5% |
| 3M | +6.8% | +35.4% | -28.6% | +2.5% |
| 6M | +3.0% | +67.1% | -64.1% | -4.2% |
| YTD | -6.7% | +54.1% | -60.8% | -12.9% |
| 1Y | -10.1% | +67.8% | -77.9% | -17.3% |
| 3Y | +33.0% | +311.4% | -278.4% | -2.3% |
| 5Y | -40.0% | +324.8% | -364.8% | -57.6% |
| All | -38.5% | +247.9% | -286.4% | -56.5% |
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