-42.5%
DOW vs ZETA
+247.9%
-290.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.1% | +1.0% | -2.7% |
| 7D | -2.4% | +2.7% | -5.0% | -2.7% |
| 30D | +0.4% | +15.8% | -15.4% | -1.1% |
| 3M | -14.4% | +35.4% | -49.8% | -17.1% |
| 6M | -7.0% | +67.1% | -74.1% | -12.2% |
| YTD | +30.2% | +54.1% | -23.9% | +23.3% |
| 1Y | +29.2% | +67.8% | -38.6% | +20.8% |
| 3Y | -36.7% | +311.4% | -348.1% | -48.6% |
| 5Y | -37.7% | +324.8% | -362.5% | -51.4% |
| All | -42.5% | +247.9% | -290.4% | -53.9% |
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