+32.9%
DLR vs ZETA
+318.9%
-286.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +7.6% | -7.5% | -0.5% |
| 7D | -2.0% | +18.8% | -20.8% | -3.4% |
| 30D | +0.5% | +12.6% | -12.1% | -0.5% |
| 3M | -4.4% | +29.5% | -33.9% | -6.6% |
| 6M | -6.4% | +128.6% | -135.0% | -13.4% |
| YTD | +19.5% | +85.5% | -66.0% | +11.9% |
| 1Y | +10.5% | +90.6% | -80.1% | +3.1% |
| 3Y | +54.0% | +358.0% | -304.0% | +27.6% |
| 5Y | +39.7% | +282.0% | -242.3% | +14.1% |
| All | +32.9% | +318.9% | -286.0% | +10.1% |
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