+312.3%
ZETA vs DE
+105.4%
+206.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.4% |
| 7D | +18.1% | +0.3% | +17.8% | +18.0% |
| 30D | +13.6% | +3.6% | +10.0% | +12.1% |
| 3M | +23.7% | +10.2% | +13.5% | +18.2% |
| 6M | +128.5% | +16.6% | +111.9% | +111.2% |
| YTD | +80.1% | +45.8% | +34.3% | +45.8% |
| 1Y | +98.0% | +43.9% | +54.1% | +60.9% |
| 3Y | +348.6% | +89.6% | +259.0% | +214.6% |
| 5Y | +286.6% | +100.3% | +186.3% | +142.7% |
| All | +312.3% | +105.4% | +206.8% | +149.1% |
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