+252.6%
ZETA vs JD
-55.9%
+308.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.9% | -5.9% | -4.5% |
| 7D | +2.7% | -1.7% | +4.3% | +3.0% |
| 30D | +15.8% | -13.2% | +29.0% | +19.3% |
| 3M | +35.4% | -3.2% | +38.6% | +35.9% |
| 6M | +67.1% | +15.2% | +51.9% | +60.0% |
| YTD | +54.1% | +2.0% | +52.1% | +52.1% |
| 1Y | +67.8% | -5.4% | +73.2% | +68.5% |
| 3Y | +311.4% | -9.1% | +320.5% | +295.3% |
| 5Y | +324.8% | -59.6% | +384.4% | +379.6% |
| All | +252.6% | -55.9% | +308.5% | +284.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling