+252.6%
ZETA vs DOC
-20.5%
+273.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.8% | -2.3% | -3.2% |
| 7D | +2.7% | -1.5% | +4.1% | +3.4% |
| 30D | +15.8% | -4.8% | +20.6% | +18.3% |
| 3M | +35.4% | +6.9% | +28.5% | +31.0% |
| 6M | +67.1% | +20.7% | +46.4% | +50.7% |
| YTD | +54.1% | +34.1% | +19.9% | +30.4% |
| 1Y | +67.8% | +22.6% | +45.2% | +49.3% |
| 3Y | +311.4% | +20.8% | +290.6% | +266.7% |
| 5Y | +324.8% | -24.9% | +349.7% | +363.9% |
| All | +252.6% | -20.5% | +273.1% | +281.7% |
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