+58.5%
ZETA vs D
+19.8%
+38.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.5% | +6.8% | +5.0% |
| 7D | -0.4% | +3.0% | -3.4% | 0.0% |
| 30D | -8.0% | +11.5% | -19.5% | -6.4% |
| 3M | +21.4% | +3.7% | +17.7% | +22.5% |
| 6M | +80.1% | +13.5% | +66.6% | +81.1% |
| YTD | +52.5% | +20.7% | +31.8% | +61.2% |
| 1Y | +58.5% | +18.2% | +40.2% | +67.6% |
| All | +58.5% | +19.8% | +38.7% | +67.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling