+264.7%
ZETA vs DPZ
-18.4%
+283.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | 0.0% | +4.5% | +4.5% |
| 7D | +6.2% | +3.7% | +2.6% | +4.6% |
| 30D | -2.0% | +8.0% | -10.0% | -5.3% |
| 3M | +21.7% | -4.2% | +25.9% | +23.0% |
| 6M | +89.1% | +4.6% | +84.6% | +83.6% |
| YTD | +59.3% | -18.4% | +77.7% | +71.0% |
| 1Y | +66.2% | -16.8% | +82.9% | +76.3% |
| 3Y | +297.3% | -5.0% | +302.3% | +281.9% |
| 5Y | +227.5% | -27.8% | +255.3% | +245.7% |
| All | +264.7% | -18.4% | +283.1% | +299.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DPZ.
Daily Out/Under-Performance
Portfolio return minus DPZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DPZ 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 DPZ 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