+60.0%
DLR vs ZETA
+281.1%
-221.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | +0.7% |
| 7D | +3.4% | -2.4% | +5.8% | +3.6% |
| 30D | -2.2% | +15.6% | -17.8% | -3.6% |
| 3M | +4.7% | +41.5% | -36.8% | +1.1% |
| 6M | +9.0% | +63.4% | -54.4% | +3.2% |
| YTD | +24.1% | +51.3% | -27.2% | +17.8% |
| 1Y | +20.9% | +65.8% | -44.9% | +13.0% |
| 3Y | +60.0% | +279.2% | -219.2% | +15.2% |
| All | +60.0% | +281.1% | -221.0% | +15.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling