-16.3%
DXCM vs ZETA
+273.0%
-289.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +5.3% | -11.3% | -6.4% |
| 7D | -3.5% | -0.4% | -3.1% | -3.5% |
| 30D | -5.8% | -8.0% | +2.2% | -5.3% |
| 3M | -4.3% | +21.4% | -25.7% | -5.8% |
| 6M | +31.6% | +80.1% | -48.5% | +25.6% |
| YTD | +19.6% | +52.5% | -32.8% | +14.7% |
| 1Y | +36.9% | +58.5% | -21.6% | +30.8% |
| 3Y | -16.3% | +281.7% | -297.9% | -26.0% |
| All | -16.3% | +273.0% | -289.2% | -26.0% |
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 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