+28.5%
DD vs Z
-58.2%
+86.7%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.5% | -4.1% | -0.8% |
| 7D | +5.0% | +0.8% | +4.1% | +4.9% |
| 30D | +19.7% | +5.2% | +14.5% | +19.3% |
| 3M | +7.2% | -17.0% | +24.2% | +7.6% |
| 6M | +1.0% | -22.7% | +23.7% | +1.7% |
| YTD | +29.1% | -56.3% | +85.4% | +34.4% |
| 1Y | +28.5% | -57.7% | +86.1% | +33.6% |
| All | +28.5% | -58.2% | +86.7% | +33.6% |
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