+45.9%
DUK vs ZETA
+241.7%
-195.9%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.6% | +0.8% |
| 7D | +0.7% | -2.4% | +3.1% | +0.7% |
| 30D | -2.0% | +15.6% | -17.6% | -2.0% |
| 3M | +0.2% | +41.5% | -41.3% | +0.4% |
| 6M | -6.9% | +63.4% | -70.3% | -6.7% |
| YTD | +6.1% | +51.3% | -45.2% | +6.4% |
| 1Y | +4.4% | +65.8% | -61.4% | +4.6% |
| 3Y | +49.1% | +279.2% | -230.1% | +47.2% |
| 5Y | +39.6% | +341.8% | -302.2% | +39.9% |
| All | +45.9% | +241.7% | -195.9% | +46.5% |
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