-11.9%
DXCM vs ZETA
+247.9%
-259.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.1% | +2.1% | -1.5% |
| 7D | -3.2% | +2.7% | -5.9% | -3.6% |
| 30D | +6.3% | +15.8% | -9.5% | +4.1% |
| 3M | +21.1% | +35.4% | -14.3% | +15.4% |
| 6M | +20.6% | +67.1% | -46.5% | +11.0% |
| YTD | +32.4% | +54.1% | -21.6% | +22.5% |
| 1Y | +8.8% | +67.8% | -59.0% | -1.4% |
| 3Y | -13.7% | +311.4% | -325.2% | -41.5% |
| 5Y | -35.2% | +324.8% | -360.0% | -59.1% |
| All | -11.9% | +247.9% | -259.8% | -44.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling