+257.5%
ZETA vs DECK
+64.8%
+192.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +6.0% | -3.4% | 0.0% |
| 7D | -5.0% | +10.4% | -15.4% | -9.1% |
| 30D | -3.3% | +11.1% | -14.4% | -7.9% |
| 3M | +31.0% | -10.8% | +41.8% | +36.8% |
| 6M | +72.2% | -8.7% | +80.9% | +77.0% |
| YTD | +56.2% | -14.0% | +70.2% | +61.3% |
| 1Y | +90.3% | +12.0% | +78.3% | +73.4% |
| 3Y | +276.1% | -10.5% | +286.6% | +231.0% |
| 5Y | +254.7% | +28.5% | +226.2% | +108.3% |
| All | +257.5% | +64.8% | +192.7% | +94.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling