+100.8%
DG vs Z
-16.5%
+117.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.5% | -3.8% | -0.7% |
| 7D | +0.3% | +0.8% | -0.6% | +0.2% |
| 30D | +3.2% | +5.2% | -2.0% | +2.8% |
| 3M | +10.4% | -17.0% | +27.5% | +12.1% |
| 6M | +33.2% | -22.7% | +55.8% | +35.7% |
| YTD | +3.0% | -56.3% | +59.3% | +9.7% |
| 1Y | +31.2% | -57.7% | +88.9% | +40.0% |
| 3Y | +21.8% | -16.5% | +38.4% | +20.1% |
| 5Y | -35.0% | -53.4% | +18.4% | -34.3% |
| All | +100.8% | -16.5% | +117.2% | +76.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling