+43.7%
DUK vs ZETA
+235.0%
-191.3%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.3% | 0.0% |
| 7D | -0.7% | -3.7% | +3.1% | -0.7% |
| 30D | -2.4% | +5.7% | -8.2% | -2.4% |
| 3M | -3.0% | +50.4% | -53.4% | -2.8% |
| 6M | -6.6% | +65.5% | -72.0% | -6.4% |
| YTD | +4.6% | +48.3% | -43.8% | +4.8% |
| 1Y | +1.2% | +45.4% | -44.1% | +1.4% |
| 3Y | +45.7% | +270.8% | -225.1% | +43.7% |
| 5Y | +40.3% | +336.1% | -295.8% | +40.6% |
| All | +43.7% | +235.0% | -191.3% | +44.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling