-18.7%
DXCM vs ZETA
+259.8%
-278.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.5% | -2.4% | +1.5% |
| 7D | -4.4% | +6.2% | -10.6% | -5.2% |
| 30D | -3.6% | -2.0% | -1.6% | -3.5% |
| 3M | -4.3% | +21.7% | -26.0% | -7.2% |
| 6M | +33.8% | +89.1% | -55.4% | +21.2% |
| YTD | +22.1% | +59.3% | -37.2% | +12.3% |
| 1Y | +47.4% | +66.2% | -18.8% | +34.4% |
| 3Y | -12.3% | +297.3% | -309.6% | -39.9% |
| 5Y | -49.1% | +227.5% | -276.6% | -67.3% |
| All | -18.7% | +259.8% | -278.5% | -48.7% |
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 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