+202.4%
ZETA vs JD
-58.0%
+260.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.6% | +3.7% | +4.9% |
| 7D | -0.4% | +13.4% | -13.8% | -3.2% |
| 30D | -8.0% | +7.7% | -15.7% | -9.6% |
| 3M | +21.4% | -11.3% | +32.7% | +24.2% |
| 6M | +80.1% | -5.1% | +85.2% | +80.7% |
| YTD | +52.5% | +5.0% | +47.4% | +49.5% |
| 1Y | +58.5% | -5.6% | +64.1% | +59.1% |
| 3Y | +281.7% | +17.8% | +263.9% | +243.8% |
| All | +202.4% | -58.0% | +260.4% | +235.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling