+341.8%
ZETA vs DT
-28.6%
+370.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.1% | +1.3% | +0.4% |
| 7D | -2.4% | -4.9% | +2.4% | +1.1% |
| 30D | +15.6% | +2.7% | +12.9% | +13.3% |
| 3M | +41.5% | +20.0% | +21.5% | +25.2% |
| 6M | +63.4% | +28.0% | +35.4% | +37.9% |
| YTD | +51.3% | +16.0% | +35.3% | +35.9% |
| 1Y | +65.8% | +0.7% | +65.1% | +62.8% |
| 3Y | +279.2% | +6.2% | +273.0% | +250.7% |
| 5Y | +341.8% | -28.1% | +369.9% | +331.3% |
| All | +341.8% | -28.6% | +370.4% | +331.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling