+239.5%
ZETA vs DG
-33.6%
+273.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.4% |
| 7D | -3.7% | -6.5% | +2.7% | -3.0% |
| 30D | +5.7% | +4.2% | +1.5% | +5.3% |
| 3M | +50.4% | +9.5% | +40.9% | +48.9% |
| 6M | +65.5% | -13.1% | +78.6% | +66.2% |
| YTD | +48.3% | -4.8% | +53.1% | +48.2% |
| 1Y | +45.4% | +20.6% | +24.8% | +43.5% |
| 3Y | +270.8% | +4.9% | +265.8% | +272.6% |
| 5Y | +336.1% | -37.9% | +374.0% | +367.8% |
| All | +239.5% | -33.6% | +273.0% | +252.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling