+111.8%
DG vs Z
-19.5%
+131.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.5% | +6.0% | +1.0% |
| 7D | +5.2% | -6.5% | +11.7% | +5.9% |
| 30D | +7.9% | -0.1% | +8.0% | +7.9% |
| 3M | +12.7% | -14.1% | +26.9% | +14.1% |
| 6M | +22.4% | -30.1% | +52.5% | +25.9% |
| YTD | +5.4% | -57.5% | +62.9% | +12.6% |
| 1Y | +39.4% | -60.3% | +99.7% | +49.6% |
| 3Y | +24.1% | -21.0% | +45.2% | +23.0% |
| 5Y | -32.2% | -54.9% | +22.7% | -31.3% |
| 10Y | +111.8% | -16.0% | +127.8% | +85.7% |
| All | +111.8% | -19.5% | +131.3% | +85.7% |
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 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