+202.4%
ZETA vs DAR
-41.1%
+243.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.0% | +6.3% | +5.6% |
| 7D | -0.4% | -9.9% | +9.5% | +3.2% |
| 30D | -8.0% | -16.4% | +8.3% | -2.4% |
| 3M | +21.4% | -17.1% | +38.5% | +28.3% |
| 6M | +80.1% | -20.5% | +100.6% | +91.9% |
| YTD | +52.5% | +39.4% | +13.1% | +29.0% |
| 1Y | +58.5% | +57.2% | +1.2% | +27.5% |
| 3Y | +281.7% | +13.9% | +267.8% | +236.3% |
| All | +202.4% | -41.1% | +243.5% | +265.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling