+242.2%
ZETA vs DT
-4.6%
+246.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.6% |
| 7D | -0.1% | -0.5% | +0.5% | +0.4% |
| 30D | +10.5% | +0.1% | +10.4% | +10.2% |
| 3M | +44.3% | +24.1% | +20.2% | +24.9% |
| 6M | +59.4% | +30.1% | +29.3% | +33.4% |
| YTD | +49.5% | +16.8% | +32.7% | +33.9% |
| 1Y | +62.7% | -0.1% | +62.8% | +60.6% |
| 3Y | +274.6% | +6.8% | +267.8% | +245.6% |
| 5Y | +349.3% | -28.4% | +377.7% | +341.6% |
| All | +242.2% | -4.6% | +246.7% | +242.7% |
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