+771.8%
DE vs Z
+7.8%
+764.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.5% | -4.2% | -1.3% |
| 7D | +0.3% | +0.8% | -0.6% | +0.1% |
| 30D | +3.6% | +5.2% | -1.6% | +2.3% |
| 3M | +10.2% | -17.0% | +27.3% | +12.7% |
| 6M | +16.6% | -22.7% | +39.2% | +20.0% |
| YTD | +45.8% | -56.3% | +102.1% | +63.9% |
| 1Y | +43.9% | -57.7% | +101.5% | +62.3% |
| 3Y | +89.6% | -16.5% | +106.2% | +84.1% |
| 5Y | +100.3% | -53.4% | +153.7% | +106.0% |
| 10Y | +760.8% | -15.9% | +776.7% | +581.3% |
| All | +771.8% | +7.8% | +764.1% | +551.7% |
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