+67.8%
ZETA vs DLTR
+29.2%
+38.6%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.3% | -4.4% | -4.2% |
| 7D | +2.7% | +2.5% | +0.2% | +1.9% |
| 30D | +15.8% | +2.1% | +13.7% | +14.8% |
| 3M | +35.4% | +20.3% | +15.2% | +27.1% |
| 6M | +67.1% | +11.5% | +55.6% | +60.0% |
| YTD | +54.1% | +6.8% | +47.2% | +48.4% |
| 1Y | +67.8% | +31.1% | +36.7% | +41.6% |
| All | +67.8% | +29.2% | +38.6% | +41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 DLTR 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