+246.3%
ZETA vs DPZ
-18.6%
+265.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -1.1% |
| 7D | -2.4% | -1.5% | -1.0% | -1.8% |
| 30D | +15.6% | -4.4% | +20.0% | +17.5% |
| 3M | +41.5% | +7.6% | +33.9% | +36.3% |
| 6M | +63.4% | -16.9% | +80.4% | +75.4% |
| YTD | +51.3% | -18.6% | +69.9% | +63.3% |
| 1Y | +65.8% | -26.7% | +92.5% | +86.7% |
| 3Y | +279.2% | -9.3% | +288.5% | +273.5% |
| 5Y | +341.8% | -31.0% | +372.8% | +374.8% |
| All | +246.3% | -18.6% | +265.0% | +281.2% |
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