+294.9%
ZETA vs DG
-35.8%
+330.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.3% | -1.6% |
| 7D | +18.1% | +0.3% | +17.8% | +18.1% |
| 30D | +13.6% | +3.2% | +10.3% | +13.0% |
| 3M | +23.7% | +10.4% | +13.3% | +22.0% |
| 6M | +128.5% | +33.2% | +95.3% | +120.3% |
| YTD | +80.1% | +3.0% | +77.1% | +78.0% |
| 1Y | +98.0% | +31.2% | +66.8% | +92.4% |
| 3Y | +348.6% | +21.8% | +326.8% | +337.6% |
| All | +294.9% | -35.8% | +330.8% | +299.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling