+795.6%
DE vs Z
+25.1%
+770.5%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | +0.2% |
| 7D | +10.0% | -3.0% | +13.0% | +10.5% |
| 30D | +13.3% | -4.2% | +17.5% | +13.8% |
| 3M | +17.5% | -3.7% | +21.2% | +17.5% |
| 6M | +13.6% | -24.5% | +38.1% | +17.8% |
| YTD | +49.8% | -49.3% | +99.1% | +65.3% |
| 1Y | +47.9% | -58.7% | +106.5% | +68.5% |
| 3Y | +72.5% | -34.1% | +106.7% | +75.9% |
| 5Y | +90.2% | -64.5% | +154.8% | +105.2% |
| 10Y | +865.4% | -0.5% | +865.9% | +647.1% |
| All | +795.6% | +25.1% | +770.5% | +557.6% |
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