+341.8%
ZETA vs DD
+61.7%
+280.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.6% |
| 7D | -2.4% | -0.6% | -1.8% | -2.1% |
| 30D | +15.6% | -7.4% | +23.0% | +21.6% |
| 3M | +41.5% | -6.4% | +47.9% | +47.8% |
| 6M | +63.4% | -2.5% | +65.9% | +63.4% |
| YTD | +51.3% | +10.2% | +41.1% | +38.1% |
| 1Y | +65.8% | +36.9% | +28.9% | +30.0% |
| 3Y | +279.2% | +47.0% | +232.2% | +173.2% |
| 5Y | +341.8% | +63.1% | +278.6% | +182.3% |
| All | +341.8% | +61.7% | +280.0% | +182.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling