+42.8%
DE vs Z
-61.0%
+103.8%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.3% | +0.4% | -1.8% |
| 7D | +2.3% | -4.9% | +7.3% | +2.4% |
| 30D | +4.4% | +3.0% | +1.5% | +4.7% |
| 3M | +9.8% | -13.4% | +23.2% | +9.9% |
| 6M | +15.8% | -27.3% | +43.1% | +16.3% |
| YTD | +47.0% | -57.8% | +104.7% | +50.2% |
| 1Y | +42.8% | -60.0% | +102.8% | +46.0% |
| All | +42.8% | -61.0% | +103.8% | +46.0% |
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