+36.5%
DXCM vs ZETA
+85.8%
-49.3%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.5% |
| 7D | -3.6% | +26.5% | -30.1% | -7.2% |
| 30D | -4.3% | +10.3% | -14.6% | -5.9% |
| 3M | -10.4% | +30.5% | -40.9% | -14.4% |
| 6M | +33.1% | +129.4% | -96.2% | +13.8% |
| YTD | +22.6% | +83.1% | -60.5% | +7.4% |
| 1Y | +36.5% | +82.1% | -45.5% | +19.3% |
| All | +36.5% | +85.8% | -49.3% | +19.3% |
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