+80.1%
ZETA vs D
+11.2%
+68.9%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.5% | +6.8% | +5.4% |
| 7D | -0.4% | +3.0% | -3.4% | -0.7% |
| 30D | -8.0% | +11.5% | -19.5% | -9.3% |
| 3M | +21.4% | +3.7% | +17.7% | +22.1% |
| 6M | +80.1% | +13.5% | +66.6% | +71.4% |
| All | +80.1% | +11.2% | +68.9% | +71.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling