+279.2%
ZETA vs DG
+10.3%
+268.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.0% | +2.2% | -1.4% |
| 7D | -2.4% | -2.5% | 0.0% | -2.2% |
| 30D | +15.6% | +1.0% | +14.6% | +15.4% |
| 3M | +41.5% | +20.3% | +21.2% | +38.8% |
| 6M | +63.4% | -11.7% | +75.2% | +62.8% |
| YTD | +51.3% | -2.3% | +53.6% | +50.4% |
| 1Y | +65.8% | +20.0% | +45.8% | +64.3% |
| 3Y | +279.2% | +7.2% | +271.9% | +331.8% |
| All | +279.2% | +10.3% | +268.8% | +331.8% |
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