+140.9%
DD vs Z
+10.9%
+130.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +3.8% | +2.1% | +5.3% |
| 7D | +9.8% | -5.2% | +15.0% | +10.5% |
| 30D | +19.3% | +5.7% | +13.6% | +17.8% |
| 3M | +9.4% | -8.7% | +18.1% | +10.1% |
| 6M | +4.8% | -26.0% | +30.8% | +8.6% |
| YTD | +30.2% | -55.0% | +85.3% | +45.0% |
| 1Y | +32.2% | -58.0% | +90.2% | +48.7% |
| 3Y | +93.1% | -15.2% | +108.3% | +89.8% |
| 5Y | +68.0% | -53.8% | +121.8% | +74.1% |
| 10Y | +98.5% | -14.5% | +113.0% | +68.8% |
| All | +140.9% | +10.9% | +130.0% | +102.6% |
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