+44.6%
DXCM vs ZETA
+84.8%
-40.1%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +2.6% | +4.0% | +6.3% |
| 7D | +12.5% | -5.0% | +17.5% | +13.3% |
| 30D | +1.8% | -3.3% | +5.2% | +2.2% |
| 3M | +1.8% | +31.0% | -29.2% | -2.1% |
| 6M | +47.4% | +72.2% | -24.8% | +34.9% |
| YTD | +33.3% | +56.2% | -22.9% | +21.7% |
| 1Y | +44.6% | +90.3% | -45.7% | +32.7% |
| All | +44.6% | +84.8% | -40.1% | +32.7% |
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