+243.8%
ZETA vs DKS
+55.9%
+187.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.6% | +0.5% |
| 7D | -6.5% | -4.7% | -1.7% | -4.8% |
| 30D | +4.8% | -35.1% | +39.9% | +20.1% |
| 3M | +53.3% | -37.7% | +91.1% | +77.4% |
| 6M | +66.8% | -30.7% | +97.6% | +82.9% |
| YTD | +50.2% | -31.9% | +82.1% | +65.8% |
| 1Y | +62.0% | -40.0% | +102.0% | +87.9% |
| 3Y | +276.4% | +28.4% | +247.9% | +211.2% |
| 5Y | +341.6% | +12.4% | +329.2% | +213.7% |
| All | +243.8% | +55.9% | +187.9% | +140.7% |
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