+252.6%
ZETA vs DECK
+58.7%
+193.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.6% | -5.6% | -4.7% |
| 7D | +2.7% | -2.2% | +4.9% | +3.6% |
| 30D | +15.8% | -13.6% | +29.4% | +23.2% |
| 3M | +35.4% | -21.2% | +56.7% | +49.6% |
| 6M | +67.1% | -21.1% | +88.2% | +83.0% |
| YTD | +54.1% | -17.2% | +71.3% | +62.4% |
| 1Y | +67.8% | -30.7% | +98.6% | +90.3% |
| 3Y | +311.4% | -3.4% | +314.8% | +241.9% |
| 5Y | +324.8% | +25.5% | +299.3% | +151.9% |
| All | +252.6% | +58.7% | +193.9% | +95.7% |
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