+254.7%
ZETA vs DOC
-22.8%
+277.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.1% | -0.5% | +1.1% |
| 7D | -5.0% | +8.7% | -13.7% | -8.9% |
| 30D | -3.3% | +7.6% | -11.0% | -7.0% |
| 3M | +31.0% | -5.3% | +36.3% | +34.0% |
| 6M | +72.2% | +27.6% | +44.6% | +48.2% |
| YTD | +56.2% | +32.4% | +23.8% | +30.6% |
| 1Y | +90.3% | +22.9% | +67.4% | +66.6% |
| 3Y | +276.1% | +43.1% | +233.0% | +198.6% |
| 5Y | +254.7% | -21.4% | +276.1% | +328.4% |
| All | +254.7% | -22.8% | +277.5% | +328.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling