+348.6%
ZETA vs JD
+17.9%
+330.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.5% | -3.2% | -1.9% |
| 7D | +18.1% | -4.1% | +22.2% | +18.8% |
| 30D | +13.6% | +4.6% | +9.0% | +12.7% |
| 3M | +23.7% | -4.7% | +28.5% | +24.4% |
| 6M | +128.5% | -17.4% | +145.8% | +134.0% |
| YTD | +80.1% | +0.7% | +79.4% | +78.3% |
| 1Y | +98.0% | -5.9% | +103.9% | +97.8% |
| 3Y | +348.6% | +18.9% | +329.7% | +332.0% |
| All | +348.6% | +17.9% | +330.7% | +332.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling