+231.5%
ZETA vs DOC
-21.7%
+253.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.2% | -7.0% | -7.2% |
| 7D | -10.0% | +6.2% | -16.2% | -12.4% |
| 30D | -10.6% | +6.5% | -17.0% | -13.3% |
| 3M | +8.9% | -6.2% | +15.1% | +11.7% |
| 6M | +65.1% | +25.6% | +39.5% | +45.1% |
| YTD | +44.8% | +32.1% | +12.7% | +23.1% |
| 1Y | +47.8% | +20.3% | +27.5% | +32.2% |
| 3Y | +248.8% | +42.7% | +206.0% | +185.2% |
| 5Y | +220.3% | -22.2% | +242.5% | +244.1% |
| All | +231.5% | -21.7% | +253.2% | +260.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 10y: compounded portfolio wealth divided by compounded DOC 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…
10y analysis · Full analysis span regression · 6 months rolling