-34.6%
DG vs Z
-64.8%
+30.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.1% | +3.6% | +1.7% |
| 7D | +8.4% | -3.0% | +11.4% | +8.6% |
| 30D | +4.9% | -4.2% | +9.1% | +5.2% |
| 3M | +29.3% | -3.7% | +33.0% | +29.4% |
| 6M | -11.3% | -24.5% | +13.2% | -9.6% |
| YTD | +1.8% | -49.3% | +51.0% | +6.8% |
| 1Y | +25.3% | -58.7% | +84.0% | +33.5% |
| 3Y | +9.1% | -34.1% | +43.2% | +9.2% |
| All | -34.6% | -64.8% | +30.2% | -36.8% |
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