+90.3%
ZETA vs DE
+49.6%
+40.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.6% | +1.0% | +2.7% |
| 7D | -5.0% | +5.6% | -10.6% | -4.8% |
| 30D | -3.3% | -0.8% | -2.5% | -3.4% |
| 3M | +31.0% | +9.8% | +21.2% | +31.4% |
| 6M | +72.2% | +17.5% | +54.6% | +71.9% |
| YTD | +56.2% | +46.5% | +9.7% | +37.2% |
| 1Y | +90.3% | +46.1% | +44.2% | +65.5% |
| All | +90.3% | +49.6% | +40.7% | +65.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 1y: compounded portfolio wealth divided by compounded DE 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…
1y analysis · Full analysis span regression · 6 months rolling