+35.4%
DD vs Z
-54.2%
+89.6%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +9.4% | -11.2% | -2.1% |
| 7D | +8.7% | +10.2% | -1.5% | +8.3% |
| 30D | +15.3% | +23.7% | -8.3% | +14.2% |
| 3M | +5.9% | -6.6% | +12.5% | +5.8% |
| 6M | +11.6% | -23.0% | +34.6% | +12.3% |
| YTD | +26.5% | -50.3% | +76.8% | +31.6% |
| 1Y | +35.4% | -53.6% | +89.0% | +42.4% |
| All | +35.4% | -54.2% | +89.6% | +42.4% |
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