+252.6%
ZETA vs DVA
+52.7%
+199.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.3% | -5.4% | -4.1% |
| 7D | +2.7% | +1.8% | +0.8% | +2.6% |
| 30D | +15.8% | -2.5% | +18.3% | +15.9% |
| 3M | +35.4% | -4.3% | +39.7% | +34.7% |
| 6M | +67.1% | +18.9% | +48.2% | +64.1% |
| YTD | +54.1% | +61.9% | -7.9% | +46.3% |
| 1Y | +67.8% | +35.7% | +32.1% | +62.5% |
| 3Y | +311.4% | +78.6% | +232.8% | +276.0% |
| 5Y | +324.8% | +39.2% | +285.6% | +275.5% |
| All | +252.6% | +52.7% | +199.9% | +211.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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