+67.8%
ZETA vs DRI
+6.9%
+60.9%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.5% | -4.0% |
| 7D | +2.7% | +0.6% | +2.1% | +2.5% |
| 30D | +15.8% | +3.8% | +12.0% | +14.9% |
| 3M | +35.4% | +13.0% | +22.4% | +31.8% |
| 6M | +67.1% | +8.3% | +58.8% | +63.8% |
| YTD | +54.1% | +20.6% | +33.4% | +41.9% |
| 1Y | +67.8% | +6.5% | +61.4% | +51.1% |
| All | +67.8% | +6.9% | +60.9% | +51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 1y: compounded portfolio wealth divided by compounded DRI 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…
1y analysis · Full analysis span regression · 6 months rolling