+275.4%
ZETA vs DTE
+45.3%
+230.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.7% | +0.6% |
| 7D | -6.5% | -2.0% | -4.5% | -6.2% |
| 30D | +4.8% | -2.4% | +7.2% | +5.2% |
| 3M | +53.3% | -7.3% | +60.6% | +54.5% |
| 6M | +66.8% | -7.6% | +74.5% | +68.0% |
| YTD | +50.2% | +5.8% | +44.4% | +43.7% |
| 1Y | +62.0% | +2.3% | +59.7% | +57.3% |
| All | +275.4% | +45.3% | +230.1% | +205.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 3y: compounded portfolio wealth divided by compounded DTE 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…
3y analysis · Full analysis span regression · 6 months rolling