+349.3%
ZETA vs DG
-39.5%
+388.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.6% | +1.4% | -0.9% |
| 7D | -0.1% | -4.8% | +4.8% | +0.5% |
| 30D | +10.5% | +1.8% | +8.7% | +10.2% |
| 3M | +44.3% | +14.5% | +29.8% | +42.0% |
| 6M | +59.4% | -13.6% | +73.0% | +60.4% |
| YTD | +49.5% | -4.8% | +54.3% | +49.4% |
| 1Y | +62.7% | +21.6% | +41.1% | +60.1% |
| 3Y | +274.6% | +4.5% | +270.2% | +275.8% |
| 5Y | +349.3% | -38.5% | +387.8% | +375.8% |
| All | +349.3% | -39.5% | +388.8% | +375.8% |
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 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