-16.2%
DXCM vs ZETA
+280.9%
-297.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.1% | +2.1% | -1.7% |
| 7D | -3.2% | +2.7% | -5.9% | -3.4% |
| 30D | +6.3% | +15.8% | -9.5% | +5.1% |
| 3M | +21.1% | +35.4% | -14.3% | +17.9% |
| 6M | +20.6% | +67.1% | -46.5% | +15.3% |
| YTD | +32.4% | +54.1% | -21.6% | +26.8% |
| 1Y | +8.8% | +67.8% | -59.0% | +3.5% |
| All | -16.2% | +280.9% | -297.1% | -31.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling