+312.3%
ZETA vs DAR
-25.5%
+337.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.8% | -2.1% |
| 7D | +18.1% | +11.6% | +6.6% | +13.7% |
| 30D | +13.6% | -10.2% | +23.8% | +17.6% |
| 3M | +23.7% | -14.8% | +38.6% | +29.7% |
| 6M | +128.5% | -10.1% | +138.6% | +133.1% |
| YTD | +80.1% | +55.5% | +24.6% | +47.2% |
| 1Y | +98.0% | +61.7% | +36.3% | +59.3% |
| 3Y | +348.6% | +37.2% | +311.4% | +268.8% |
| 5Y | +286.6% | -26.9% | +313.5% | +301.0% |
| All | +312.3% | -25.5% | +337.7% | +325.5% |
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