+62.7%
ZETA vs DRI
+3.0%
+59.6%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -1.0% |
| 7D | -0.1% | -4.8% | +4.8% | +0.6% |
| 30D | +10.5% | -3.9% | +14.4% | +10.9% |
| 3M | +44.3% | +5.1% | +39.2% | +42.3% |
| 6M | +59.4% | +5.5% | +53.9% | +56.7% |
| YTD | +49.5% | +16.5% | +33.0% | +38.4% |
| 1Y | +62.7% | +2.0% | +60.7% | +47.5% |
| All | +62.7% | +3.0% | +59.6% | +47.5% |
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 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