+324.5%
ZETA vs DT
-16.6%
+341.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +1.7% | +5.9% | +6.5% |
| 7D | +18.8% | -5.4% | +24.2% | +23.4% |
| 30D | +12.6% | -32.2% | +44.8% | +44.6% |
| 3M | +29.5% | -10.9% | +40.4% | +37.1% |
| 6M | +128.6% | +10.0% | +118.6% | +110.6% |
| YTD | +85.5% | +2.1% | +83.4% | +78.3% |
| 1Y | +90.6% | -5.5% | +96.1% | +92.9% |
| 3Y | +358.0% | -12.4% | +370.4% | +374.1% |
| 5Y | +282.0% | -39.7% | +321.7% | +313.3% |
| All | +324.5% | -16.6% | +341.1% | +356.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling