-20.4%
DXCM vs ZETA
+244.4%
-264.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +5.3% | -11.3% | -6.7% |
| 7D | -3.5% | -0.4% | -3.1% | -3.5% |
| 30D | -5.8% | -8.0% | +2.2% | -4.8% |
| 3M | -4.3% | +21.4% | -25.7% | -7.2% |
| 6M | +31.6% | +80.1% | -48.5% | +20.0% |
| YTD | +19.6% | +52.5% | -32.8% | +10.6% |
| 1Y | +36.9% | +58.5% | -21.6% | +25.6% |
| 3Y | -16.3% | +281.7% | -297.9% | -42.3% |
| 5Y | -50.0% | +237.3% | -287.3% | -67.9% |
| All | -20.4% | +244.4% | -264.8% | -49.5% |
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