+264.7%
ZETA vs D
+12.3%
+252.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.5% | +5.0% | +4.5% |
| 7D | +6.2% | +0.8% | +5.5% | +6.1% |
| 30D | -2.0% | +10.7% | -12.7% | -3.5% |
| 3M | +21.7% | +2.3% | +19.4% | +21.3% |
| 6M | +89.1% | +12.5% | +76.7% | +85.2% |
| YTD | +59.3% | +20.1% | +39.2% | +53.9% |
| 1Y | +66.2% | +15.6% | +50.6% | +61.6% |
| 3Y | +297.3% | +75.2% | +222.1% | +257.3% |
| 5Y | +227.5% | +14.6% | +212.9% | +213.4% |
| All | +264.7% | +12.3% | +252.4% | +245.2% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 10y: compounded portfolio wealth divided by compounded D 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…
10y analysis · Full analysis span regression · 6 months rolling