+319.2%
ZETA vs DD
+60.5%
+258.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.7% | -0.9% |
| 7D | +26.5% | +6.7% | +19.7% | +21.2% |
| 30D | +10.3% | +19.4% | -9.1% | -2.0% |
| 3M | +30.5% | +7.6% | +22.9% | +23.7% |
| 6M | +129.4% | +2.9% | +126.5% | +123.8% |
| YTD | +83.1% | +29.9% | +53.3% | +49.8% |
| 1Y | +82.1% | +28.6% | +53.4% | +50.3% |
| 3Y | +352.3% | +90.0% | +262.3% | +174.5% |
| 5Y | +293.1% | +68.1% | +225.0% | +148.7% |
| All | +319.2% | +60.5% | +258.7% | +148.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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