+13.0%
DLR vs ZETA
+84.8%
-71.7%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.6% | 0.0% | +2.5% |
| 7D | +2.8% | -5.0% | +7.8% | +2.9% |
| 30D | +2.8% | -3.3% | +6.1% | +2.8% |
| 3M | -4.0% | +31.0% | -35.0% | -4.5% |
| 6M | -5.6% | +72.2% | -77.8% | -6.8% |
| YTD | +21.9% | +56.2% | -34.2% | +19.8% |
| 1Y | +13.0% | +90.3% | -77.3% | +10.0% |
| All | +13.0% | +84.8% | -71.7% | +10.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling