+348.6%
ZETA vs DLTR
+21.5%
+327.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.6% | -1.3% |
| 7D | +18.1% | +5.3% | +12.8% | +17.2% |
| 30D | +13.6% | +13.4% | +0.2% | +11.2% |
| 3M | +23.7% | +6.6% | +17.1% | +22.2% |
| 6M | +128.5% | +59.1% | +69.4% | +109.4% |
| YTD | +80.1% | +12.3% | +67.8% | +74.3% |
| 1Y | +98.0% | +33.9% | +64.1% | +86.6% |
| 3Y | +348.6% | +23.0% | +325.6% | +304.0% |
| All | +348.6% | +21.5% | +327.1% | +304.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling