+312.3%
ZETA vs DLTR
+39.5%
+272.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.6% | -1.2% |
| 7D | +18.1% | +5.3% | +12.8% | +17.1% |
| 30D | +13.6% | +13.4% | +0.2% | +10.8% |
| 3M | +23.7% | +6.6% | +17.1% | +21.8% |
| 6M | +128.5% | +59.1% | +69.4% | +107.0% |
| YTD | +80.1% | +12.3% | +67.8% | +73.8% |
| 1Y | +98.0% | +33.9% | +64.1% | +84.9% |
| 3Y | +348.6% | +23.0% | +325.6% | +320.1% |
| 5Y | +286.6% | +22.1% | +264.5% | +299.2% |
| All | +312.3% | +39.5% | +272.8% | +339.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling