+252.6%
ZETA vs DE
+111.0%
+141.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.1% | -3.9% | -4.0% |
| 7D | +2.7% | +10.0% | -7.4% | -1.3% |
| 30D | +15.8% | +13.3% | +2.5% | +9.7% |
| 3M | +35.4% | +17.5% | +17.9% | +25.5% |
| 6M | +67.1% | +13.6% | +53.5% | +56.0% |
| YTD | +54.1% | +49.8% | +4.3% | +23.7% |
| 1Y | +67.8% | +47.9% | +20.0% | +35.4% |
| 3Y | +311.4% | +72.5% | +238.9% | +203.8% |
| 5Y | +324.8% | +90.2% | +234.6% | +167.5% |
| All | +252.6% | +111.0% | +141.6% | +111.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling