+257.5%
ZETA vs DOC
-21.5%
+279.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.1% | -0.5% | +1.2% |
| 7D | -5.0% | +8.7% | -13.7% | -8.6% |
| 30D | -3.3% | +7.6% | -11.0% | -6.7% |
| 3M | +31.0% | -5.3% | +36.3% | +33.8% |
| 6M | +72.2% | +27.6% | +44.6% | +50.0% |
| YTD | +56.2% | +32.4% | +23.8% | +32.6% |
| 1Y | +90.3% | +22.9% | +67.4% | +68.5% |
| 3Y | +276.1% | +43.1% | +233.0% | +207.1% |
| 5Y | +254.7% | -21.4% | +276.1% | +282.1% |
| All | +257.5% | -21.5% | +279.0% | +288.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling