+40.2%
DUK vs ZETA
+352.7%
-312.5%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.3% | -0.9% |
| 7D | -1.7% | -6.5% | +4.8% | -1.7% |
| 30D | -2.2% | +4.8% | -7.1% | -2.2% |
| 3M | -3.7% | +53.3% | -57.0% | -3.6% |
| 6M | -6.3% | +66.8% | -73.2% | -6.3% |
| YTD | +4.5% | +50.2% | -45.7% | +4.6% |
| 1Y | +1.8% | +62.0% | -60.2% | +1.9% |
| 3Y | +46.8% | +276.4% | -229.5% | +43.9% |
| 5Y | +40.2% | +341.6% | -301.4% | +38.9% |
| All | +40.2% | +352.7% | -312.5% | +38.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling