+82.1%
ZETA vs DRI
+36.6%
+45.4%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.8% | -1.2% |
| 7D | +26.5% | -0.3% | +26.8% | +26.5% |
| 30D | +10.3% | +10.8% | -0.6% | +9.0% |
| 3M | +30.5% | +0.9% | +29.6% | +30.4% |
| 6M | +129.4% | +16.3% | +113.0% | +123.5% |
| YTD | +83.1% | +27.8% | +55.4% | +60.8% |
| 1Y | +82.1% | +33.9% | +48.2% | +50.1% |
| All | +82.1% | +36.6% | +45.4% | +50.1% |
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