+252.6%
ZETA vs DT
-2.1%
+254.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.6% | -2.4% | -2.9% |
| 7D | +2.7% | -3.3% | +6.0% | +5.1% |
| 30D | +15.8% | +2.0% | +13.8% | +14.1% |
| 3M | +35.4% | +20.0% | +15.4% | +20.0% |
| 6M | +67.1% | +39.3% | +27.8% | +33.4% |
| YTD | +54.1% | +19.8% | +34.3% | +35.6% |
| 1Y | +67.8% | +4.3% | +63.5% | +61.0% |
| 3Y | +311.4% | +7.7% | +303.7% | +277.3% |
| 5Y | +324.8% | -26.8% | +351.6% | +311.1% |
| All | +252.6% | -2.1% | +254.8% | +247.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling