+47.0%
DD vs Z
-37.5%
+84.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.4% | +6.2% | +0.8% |
| 7D | -0.6% | -3.3% | +2.7% | -0.1% |
| 30D | -7.4% | -3.7% | -3.7% | -7.1% |
| 3M | -6.4% | -7.0% | +0.5% | -5.8% |
| 6M | -2.5% | -29.5% | +27.0% | +2.6% |
| YTD | +10.2% | -52.6% | +62.8% | +24.4% |
| 1Y | +36.9% | -64.0% | +100.9% | +63.1% |
| 3Y | +47.0% | -36.4% | +83.5% | +56.2% |
| All | +47.0% | -37.5% | +84.5% | +56.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling