+90.3%
ZETA vs DKS
-29.5%
+119.8%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +7.7% | -5.1% | +1.3% |
| 7D | -5.0% | +8.4% | -13.4% | -6.4% |
| 30D | -3.3% | +7.7% | -11.0% | -4.8% |
| 3M | +31.0% | -25.8% | +56.7% | +39.7% |
| 6M | +72.2% | -31.0% | +103.2% | +83.9% |
| YTD | +56.2% | -23.8% | +80.0% | +53.9% |
| 1Y | +90.3% | -29.8% | +120.1% | +97.5% |
| All | +90.3% | -29.5% | +119.8% | +97.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 DKS 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