+356.2%
ZETA vs DG
+22.1%
+334.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.8% | -1.0% |
| 7D | +26.5% | -2.5% | +28.9% | +26.7% |
| 30D | +10.3% | +7.7% | +2.6% | +9.4% |
| 3M | +30.5% | +13.1% | +17.4% | +28.8% |
| 6M | +129.4% | +32.0% | +97.3% | +122.8% |
| YTD | +83.1% | +3.3% | +79.8% | +80.7% |
| 1Y | +82.1% | +31.7% | +50.4% | +79.3% |
| All | +356.2% | +22.1% | +334.0% | +330.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling