+252.6%
ZETA vs DPZ
-17.3%
+269.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.7% | -2.4% | -3.4% |
| 7D | +2.7% | -2.5% | +5.2% | +3.7% |
| 30D | +15.8% | -7.0% | +22.8% | +19.1% |
| 3M | +35.4% | +11.6% | +23.8% | +28.4% |
| 6M | +67.1% | -15.2% | +82.3% | +77.7% |
| YTD | +54.1% | -17.2% | +71.3% | +65.1% |
| 1Y | +67.8% | -24.8% | +92.7% | +87.0% |
| 3Y | +311.4% | -8.7% | +320.1% | +304.2% |
| 5Y | +324.8% | -28.9% | +353.7% | +351.4% |
| All | +252.6% | -17.3% | +269.9% | +285.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling