+312.3%
ZETA vs DD
+59.6%
+252.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.3% |
| 7D | +18.1% | +5.0% | +13.2% | +14.4% |
| 30D | +13.6% | +19.7% | -6.1% | +0.8% |
| 3M | +23.7% | +7.2% | +16.5% | +17.6% |
| 6M | +128.5% | +1.0% | +127.5% | +125.7% |
| YTD | +80.1% | +29.1% | +51.0% | +47.9% |
| 1Y | +98.0% | +28.5% | +69.5% | +63.5% |
| 3Y | +348.6% | +89.4% | +259.1% | +172.7% |
| 5Y | +286.6% | +67.1% | +219.5% | +145.5% |
| All | +312.3% | +59.6% | +252.7% | +145.1% |
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