+291.9%
ZETA vs DOC
+20.8%
+271.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.8% | -2.3% | -3.3% |
| 7D | +2.7% | -1.5% | +4.1% | +3.3% |
| 30D | +15.8% | -4.8% | +20.6% | +18.2% |
| 3M | +35.4% | +6.9% | +28.5% | +31.2% |
| 6M | +67.1% | +20.7% | +46.4% | +52.0% |
| YTD | +54.1% | +34.1% | +19.9% | +30.9% |
| 1Y | +67.8% | +22.6% | +45.2% | +50.4% |
| All | +291.9% | +20.8% | +271.1% | +262.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling