+243.8%
ZETA vs DHI
+59.2%
+184.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.9% | +1.4% |
| 7D | -6.5% | -6.1% | -0.4% | -4.3% |
| 30D | +4.8% | -10.1% | +14.9% | +8.9% |
| 3M | +53.3% | -7.3% | +60.7% | +56.7% |
| 6M | +66.8% | -6.1% | +72.9% | +68.8% |
| YTD | +50.2% | -5.0% | +55.2% | +50.2% |
| 1Y | +62.0% | -22.1% | +84.1% | +74.2% |
| 3Y | +276.4% | +19.2% | +257.1% | +226.2% |
| 5Y | +341.6% | +59.4% | +282.2% | +222.4% |
| All | +243.8% | +59.2% | +184.6% | +144.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 all: compounded portfolio wealth divided by compounded DHI 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…
all analysis · Full analysis span regression · 6 months rolling