+62.0%
ZETA vs DG
+20.1%
+42.0%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.7% | +0.9% |
| 7D | -6.5% | -6.3% | -0.2% | -4.3% |
| 30D | +4.8% | +2.4% | +2.4% | +3.9% |
| 3M | +53.3% | +12.4% | +40.9% | +46.3% |
| 6M | +66.8% | -14.9% | +81.7% | +68.9% |
| YTD | +50.2% | -6.1% | +56.2% | +49.8% |
| 1Y | +62.0% | +17.9% | +44.2% | +54.0% |
| All | +62.0% | +20.1% | +42.0% | +54.0% |
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