-15.3%
DXCM vs ZETA
+241.7%
-257.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.8% | -2.0% | -3.6% |
| 7D | -6.2% | -2.4% | -3.8% | -5.9% |
| 30D | -0.3% | +15.6% | -15.8% | -2.3% |
| 3M | +10.3% | +41.5% | -31.2% | +4.6% |
| 6M | +24.1% | +63.4% | -39.3% | +14.6% |
| YTD | +27.4% | +51.3% | -23.9% | +18.1% |
| 1Y | +8.4% | +65.8% | -57.4% | -1.7% |
| 3Y | -19.0% | +279.2% | -298.2% | -44.2% |
| 5Y | -38.6% | +341.8% | -380.3% | -61.2% |
| All | -15.3% | +241.7% | -257.0% | -46.0% |
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