+129.4%
ZETA vs DT
+12.3%
+117.1%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.7% | -2.3% |
| 7D | +26.5% | +2.7% | +23.7% | +24.1% |
| 30D | +10.3% | -30.4% | +40.6% | +42.1% |
| 3M | +30.5% | -9.4% | +39.9% | +33.3% |
| 6M | +129.4% | +14.5% | +114.8% | +90.3% |
| All | +129.4% | +12.3% | +117.1% | +90.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling