+319.2%
ZETA vs DKS
+72.2%
+247.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.6% | +1.4% | -0.3% |
| 7D | +26.5% | +3.3% | +23.2% | +25.1% |
| 30D | +10.3% | +5.9% | +4.4% | +7.7% |
| 3M | +30.5% | -27.4% | +58.0% | +42.4% |
| 6M | +129.4% | -32.6% | +162.0% | +154.3% |
| YTD | +83.1% | -24.8% | +108.0% | +93.5% |
| 1Y | +82.1% | -32.8% | +114.9% | +101.4% |
| 3Y | +352.3% | +39.1% | +313.2% | +261.2% |
| 5Y | +293.1% | +25.0% | +268.1% | +165.4% |
| All | +319.2% | +72.2% | +247.1% | +181.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling