+243.8%
ZETA vs DBX
+20.3%
+223.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.9% | -0.5% |
| 7D | -6.5% | -1.8% | -4.7% | -5.3% |
| 30D | +4.8% | +2.8% | +2.0% | +2.5% |
| 3M | +53.3% | +26.8% | +26.6% | +29.5% |
| 6M | +66.8% | +32.8% | +34.0% | +35.0% |
| YTD | +50.2% | +26.1% | +24.1% | +26.6% |
| 1Y | +62.0% | +14.1% | +47.9% | +45.0% |
| 3Y | +276.4% | +25.7% | +250.6% | +194.6% |
| 5Y | +341.6% | +11.2% | +330.5% | +234.5% |
| All | +243.8% | +20.3% | +223.5% | +166.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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