+294.5%
ZETA vs DAR
-31.3%
+325.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -1.8% | +10.0% | +8.8% |
| 7D | +13.2% | -3.8% | +17.1% | +14.7% |
| 30D | +6.0% | -14.4% | +20.4% | +11.5% |
| 3M | +27.3% | -17.9% | +45.3% | +35.1% |
| 6M | +104.6% | -18.3% | +122.9% | +115.8% |
| YTD | +72.3% | +43.2% | +29.1% | +44.9% |
| 1Y | +76.3% | +57.7% | +18.6% | +42.5% |
| 3Y | +325.6% | +22.7% | +302.9% | +264.5% |
| 5Y | +254.2% | -34.0% | +288.3% | +280.4% |
| All | +294.5% | -31.3% | +325.8% | +318.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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