+37.3%
DLR vs ZETA
+247.9%
-210.7%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.1% | +4.4% | +0.6% |
| 7D | +1.6% | +2.7% | -1.1% | +1.3% |
| 30D | -3.4% | +15.8% | -19.2% | -4.6% |
| 3M | +0.5% | +35.4% | -34.9% | -2.4% |
| 6M | +4.6% | +67.1% | -62.6% | -0.7% |
| YTD | +23.4% | +54.1% | -30.6% | +17.5% |
| 1Y | +19.0% | +67.8% | -48.8% | +11.9% |
| 3Y | +56.5% | +311.4% | -254.9% | +30.9% |
| 5Y | +33.3% | +324.8% | -291.5% | +13.0% |
| All | +37.3% | +247.9% | -210.7% | +15.6% |
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