+104.3%
DD vs Z
+25.1%
+79.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.5% | +0.7% |
| 7D | -3.5% | -3.0% | -0.5% | -3.1% |
| 30D | -10.3% | -4.2% | -6.1% | -9.9% |
| 3M | -7.5% | -3.7% | -3.8% | -7.5% |
| 6M | -8.0% | -24.5% | +16.5% | -4.6% |
| YTD | +10.5% | -49.3% | +59.8% | +21.4% |
| 1Y | +38.3% | -58.7% | +96.9% | +56.6% |
| 3Y | +42.5% | -34.1% | +76.6% | +46.3% |
| 5Y | +60.2% | -64.5% | +124.7% | +70.7% |
| 10Y | +68.9% | -0.5% | +69.3% | +41.5% |
| All | +104.3% | +25.1% | +79.2% | +69.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling