+62.0%
ZETA vs DKS
-38.2%
+100.2%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.6% | +0.5% |
| 7D | -6.5% | -4.7% | -1.7% | -5.4% |
| 30D | +4.8% | -35.1% | +39.9% | +16.2% |
| 3M | +53.3% | -37.7% | +91.1% | +70.6% |
| 6M | +66.8% | -30.7% | +97.6% | +71.3% |
| YTD | +50.2% | -31.9% | +82.1% | +55.8% |
| 1Y | +62.0% | -40.0% | +102.0% | +78.3% |
| All | +62.0% | -38.2% | +100.2% | +78.3% |
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