+45.4%
ZETA vs DGX
+32.7%
+12.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -1.0% |
| 7D | -3.7% | -0.9% | -2.8% | -3.9% |
| 30D | +5.7% | -1.2% | +6.9% | +5.5% |
| 3M | +50.4% | +15.8% | +34.7% | +54.8% |
| 6M | +65.5% | +18.2% | +47.3% | +70.6% |
| YTD | +48.3% | +37.2% | +11.1% | +57.2% |
| 1Y | +45.4% | +30.4% | +15.0% | +51.7% |
| All | +45.4% | +32.7% | +12.7% | +51.7% |
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