+246.3%
ZETA vs DTE
+37.2%
+209.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.7% | -1.9% |
| 7D | -2.4% | +0.9% | -3.3% | -2.6% |
| 30D | +15.6% | -1.9% | +17.4% | +15.9% |
| 3M | +41.5% | -3.3% | +44.8% | +41.8% |
| 6M | +63.4% | -7.1% | +70.6% | +65.2% |
| YTD | +51.3% | +8.1% | +43.2% | +45.8% |
| 1Y | +65.8% | +5.3% | +60.5% | +61.3% |
| 3Y | +279.2% | +48.2% | +231.0% | +231.5% |
| 5Y | +341.8% | +33.2% | +308.5% | +293.8% |
| All | +246.3% | +37.2% | +209.1% | +212.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling