+202.4%
ZETA vs DPZ
-27.1%
+229.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -2.2% | +7.4% | +6.2% |
| 7D | -0.4% | +6.6% | -7.0% | -3.1% |
| 30D | -8.0% | +10.3% | -18.3% | -12.0% |
| 3M | +21.4% | -6.2% | +27.6% | +23.8% |
| 6M | +80.1% | +4.2% | +75.9% | +74.9% |
| YTD | +52.5% | -18.4% | +70.9% | +64.0% |
| 1Y | +58.5% | -14.9% | +73.4% | +66.7% |
| 3Y | +281.7% | -4.6% | +286.3% | +263.6% |
| All | +202.4% | -27.1% | +229.5% | +202.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling