+67.8%
ZETA vs DGX
+33.7%
+34.2%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.9% | -3.1% | -4.2% |
| 7D | +2.7% | -2.3% | +5.0% | +2.4% |
| 30D | +15.8% | +0.6% | +15.3% | +15.9% |
| 3M | +35.4% | +21.4% | +14.0% | +39.4% |
| 6M | +67.1% | +14.7% | +52.4% | +69.6% |
| YTD | +54.1% | +38.4% | +15.6% | +59.6% |
| 1Y | +67.8% | +34.0% | +33.9% | +70.9% |
| All | +67.8% | +33.7% | +34.2% | +70.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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