+252.6%
ZETA vs DBX
+19.5%
+233.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.4% | -1.6% | -2.3% |
| 7D | +2.7% | -2.4% | +5.1% | +4.5% |
| 30D | +15.8% | -0.5% | +16.3% | +16.1% |
| 3M | +35.4% | +28.1% | +7.4% | +13.5% |
| 6M | +67.1% | +33.1% | +34.0% | +35.2% |
| YTD | +54.1% | +25.3% | +28.8% | +30.6% |
| 1Y | +67.8% | +18.3% | +49.5% | +46.2% |
| 3Y | +311.4% | +25.0% | +286.4% | +223.3% |
| 5Y | +324.8% | +7.5% | +317.3% | +229.6% |
| All | +252.6% | +19.5% | +233.1% | +175.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling