+281.7%
ZETA vs DRI
+66.4%
+215.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.0% | +6.3% | +5.6% |
| 7D | -0.4% | +2.8% | -3.3% | -1.3% |
| 30D | -8.0% | +13.3% | -21.3% | -11.6% |
| 3M | +21.4% | +8.2% | +13.2% | +17.9% |
| 6M | +80.1% | +17.5% | +62.5% | +68.9% |
| YTD | +52.5% | +26.9% | +25.6% | +37.0% |
| 1Y | +58.5% | +31.6% | +26.9% | +39.9% |
| 3Y | +281.7% | +67.0% | +214.7% | +199.6% |
| All | +281.7% | +66.4% | +215.3% | +199.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling