+67.8%
ZETA vs DT
+4.0%
+63.8%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.6% | -2.4% | -2.8% |
| 7D | +2.7% | -3.3% | +6.0% | +5.3% |
| 30D | +15.8% | +2.0% | +13.8% | +14.0% |
| 3M | +35.4% | +20.0% | +15.4% | +18.2% |
| 6M | +67.1% | +39.3% | +27.8% | +31.2% |
| YTD | +54.1% | +19.8% | +34.3% | +29.9% |
| 1Y | +67.8% | +4.3% | +63.5% | +48.3% |
| All | +67.8% | +4.0% | +63.8% | +48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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