+294.5%
ZETA vs DECK
+66.1%
+228.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -0.7% | +8.9% | +8.5% |
| 7D | +13.2% | +6.8% | +6.5% | +10.0% |
| 30D | +6.0% | +8.3% | -2.3% | +2.2% |
| 3M | +27.3% | -7.9% | +35.2% | +31.2% |
| 6M | +104.6% | -10.6% | +115.2% | +112.7% |
| YTD | +72.3% | -13.4% | +85.7% | +77.5% |
| 1Y | +76.3% | +12.5% | +63.9% | +60.3% |
| 3Y | +325.6% | -14.9% | +340.5% | +286.4% |
| 5Y | +254.2% | +27.5% | +226.8% | +108.1% |
| All | +294.5% | +66.1% | +228.4% | +113.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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