+22.6%
D vs Z
-54.2%
+76.8%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +9.4% | -5.0% | +4.4% |
| 7D | +8.5% | +10.2% | -1.7% | +8.4% |
| 30D | +14.3% | +23.7% | -9.4% | +14.9% |
| 3M | +1.8% | -6.6% | +8.3% | +0.9% |
| 6M | +13.0% | -23.0% | +36.0% | +10.8% |
| YTD | +22.7% | -50.3% | +73.1% | +17.2% |
| 1Y | +22.6% | -53.6% | +76.2% | +16.8% |
| All | +22.6% | -54.2% | +76.8% | +16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 1y: compounded portfolio wealth divided by compounded Z 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…
1y analysis · Full analysis span regression · 6 months rolling