-19.3%
DRAM vs ZETA
+73.8%
-93.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +5.3% | +0.9% | +5.8% |
| 7D | -18.2% | -0.4% | -17.7% | -18.0% |
| 30D | -34.5% | -8.0% | -26.5% | -34.6% |
| 3M | -23.6% | +21.4% | -45.0% | -22.0% |
| 6M | -19.3% | +80.1% | -99.4% | -10.9% |
| All | -19.3% | +73.8% | -93.1% | -10.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling