+252.6%
ZETA vs DRI
+85.7%
+167.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.5% | -3.8% |
| 7D | +2.7% | +0.6% | +2.1% | +2.2% |
| 30D | +15.8% | +3.8% | +12.0% | +12.8% |
| 3M | +35.4% | +13.0% | +22.4% | +24.5% |
| 6M | +67.1% | +8.3% | +58.8% | +56.7% |
| YTD | +54.1% | +20.6% | +33.4% | +33.5% |
| 1Y | +67.8% | +6.5% | +61.4% | +56.7% |
| 3Y | +311.4% | +53.7% | +257.7% | +190.1% |
| 5Y | +324.8% | +72.7% | +252.1% | +160.2% |
| All | +252.6% | +85.7% | +167.0% | +113.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling