+67.8%
ZETA vs DG
+23.4%
+44.4%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.5% | -5.6% | -4.6% |
| 7D | +2.7% | +8.4% | -5.7% | -0.3% |
| 30D | +15.8% | +4.9% | +10.9% | +13.7% |
| 3M | +35.4% | +29.3% | +6.1% | +23.0% |
| 6M | +67.1% | -11.3% | +78.4% | +65.5% |
| YTD | +54.1% | +1.8% | +52.3% | +49.4% |
| 1Y | +67.8% | +25.3% | +42.5% | +55.5% |
| All | +67.8% | +23.4% | +44.4% | +55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 1y: compounded portfolio wealth divided by compounded DG 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…
1y analysis · Full analysis span regression · 6 months rolling