+8.4%
DXCM vs ZETA
+62.1%
-53.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.8% | -2.0% | -3.6% |
| 7D | -6.2% | -2.4% | -3.8% | -6.0% |
| 30D | -0.3% | +15.6% | -15.8% | -1.8% |
| 3M | +10.3% | +41.5% | -31.2% | +5.6% |
| 6M | +24.1% | +63.4% | -39.3% | +16.2% |
| YTD | +27.4% | +51.3% | -23.9% | +18.6% |
| 1Y | +8.4% | +65.8% | -57.4% | +4.3% |
| All | +8.4% | +62.1% | -53.8% | +4.3% |
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