+243.8%
ZETA vs DD
+32.1%
+211.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +0.9% | +0.8% |
| 7D | -6.5% | -2.9% | -3.6% | -4.7% |
| 30D | +4.8% | -11.5% | +16.3% | +13.5% |
| 3M | +53.3% | -5.4% | +58.7% | +58.8% |
| 6M | +66.8% | -6.9% | +73.7% | +72.2% |
| YTD | +50.2% | +6.9% | +43.3% | +40.2% |
| 1Y | +62.0% | +35.6% | +26.4% | +28.6% |
| 3Y | +276.4% | +42.5% | +233.8% | +179.3% |
| 5Y | +341.6% | +58.5% | +283.1% | +196.3% |
| All | +243.8% | +32.1% | +211.6% | +132.4% |
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