+312.3%
ZETA vs DKS
+77.0%
+235.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.8% | -4.4% | -2.6% |
| 7D | +18.1% | +6.3% | +11.8% | +15.6% |
| 30D | +13.6% | +9.3% | +4.3% | +9.7% |
| 3M | +23.7% | -25.3% | +49.0% | +33.6% |
| 6M | +128.5% | -29.2% | +157.7% | +148.5% |
| YTD | +80.1% | -22.7% | +102.8% | +88.4% |
| 1Y | +98.0% | -30.1% | +128.1% | +115.6% |
| 3Y | +348.6% | +45.6% | +303.0% | +252.0% |
| 5Y | +286.6% | +28.5% | +258.1% | +158.4% |
| All | +312.3% | +77.0% | +235.3% | +173.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling