+98.2%
DE vs Z
-65.8%
+164.0%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.4% |
| 7D | -3.0% | -7.1% | +4.0% | -2.1% |
| 30D | +11.1% | -4.8% | +15.9% | +11.6% |
| 3M | +17.6% | -9.3% | +26.9% | +18.6% |
| 6M | +13.6% | -29.0% | +42.6% | +18.2% |
| YTD | +46.3% | -52.9% | +99.1% | +61.0% |
| 1Y | +44.2% | -63.1% | +107.3% | +64.4% |
| 3Y | +76.6% | -36.9% | +113.4% | +81.3% |
| 5Y | +98.2% | -65.5% | +163.7% | +102.1% |
| All | +98.2% | -65.8% | +164.0% | +102.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling