+294.5%
ZETA vs DRI
+97.3%
+197.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -0.5% | +8.7% | +8.4% |
| 7D | +13.2% | +4.2% | +9.0% | +10.7% |
| 30D | +6.0% | +15.7% | -9.7% | -2.5% |
| 3M | +27.3% | +5.8% | +21.6% | +22.3% |
| 6M | +104.6% | +18.4% | +86.2% | +82.1% |
| YTD | +72.3% | +28.2% | +44.1% | +43.7% |
| 1Y | +76.3% | +35.9% | +40.4% | +41.2% |
| 3Y | +325.6% | +67.7% | +257.9% | +183.5% |
| 5Y | +254.2% | +77.9% | +176.4% | +110.7% |
| All | +294.5% | +97.3% | +197.1% | +129.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling