+246.3%
ZETA vs JD
-56.8%
+303.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.3% | -1.3% |
| 7D | -2.4% | -0.8% | -1.7% | -2.3% |
| 30D | +15.6% | -16.0% | +31.6% | +20.0% |
| 3M | +41.5% | -3.2% | +44.7% | +42.0% |
| 6M | +63.4% | +6.1% | +57.4% | +59.6% |
| YTD | +51.3% | -0.1% | +51.4% | +50.1% |
| 1Y | +65.8% | -12.7% | +78.5% | +69.6% |
| 3Y | +279.2% | -6.3% | +285.5% | +261.0% |
| 5Y | +341.8% | -61.3% | +403.1% | +404.7% |
| All | +246.3% | -56.8% | +303.1% | +279.3% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 10y: compounded portfolio wealth divided by compounded JD 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…
10y analysis · Full analysis span regression · 6 months rolling