+324.5%
ZETA vs D
+12.0%
+312.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -0.5% | +8.1% | +7.7% |
| 7D | +18.8% | -2.4% | +21.2% | +19.1% |
| 30D | +12.6% | +9.0% | +3.6% | +11.2% |
| 3M | +29.5% | +1.0% | +28.5% | +29.2% |
| 6M | +128.6% | +11.0% | +117.6% | +124.2% |
| YTD | +85.5% | +19.8% | +65.7% | +79.3% |
| 1Y | +90.6% | +16.0% | +74.6% | +85.2% |
| 3Y | +358.0% | +74.4% | +283.7% | +312.1% |
| 5Y | +282.0% | +13.5% | +268.4% | +263.8% |
| All | +324.5% | +12.0% | +312.5% | +302.0% |
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