+62.5%
DRAM vs ZETA
+108.8%
-46.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +2.6% | -7.9% | -5.3% |
| 7D | -16.6% | -5.0% | -11.7% | -16.7% |
| 30D | -26.9% | -3.3% | -23.5% | -26.8% |
| 3M | -17.8% | +31.0% | -48.8% | -15.9% |
| 6M | +6.2% | +72.2% | -65.9% | +21.9% |
| All | +62.5% | +108.8% | -46.3% | +78.2% |
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 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