+90.6%
ZETA vs DT
-4.9%
+95.5%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +1.7% | +5.9% | +6.4% |
| 7D | +18.8% | -5.4% | +24.2% | +23.6% |
| 30D | +12.6% | -32.2% | +44.8% | +48.1% |
| 3M | +29.5% | -10.9% | +40.4% | +35.8% |
| 6M | +128.6% | +10.0% | +118.6% | +103.9% |
| YTD | +85.5% | +2.1% | +83.4% | +73.6% |
| 1Y | +90.6% | -5.5% | +96.1% | +90.1% |
| All | +90.6% | -4.9% | +95.5% | +90.1% |
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