-34.0%
DG vs Z
-55.4%
+21.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.4% | -0.6% | -2.8% |
| 7D | +1.1% | -4.6% | +5.7% | +1.7% |
| 30D | +9.5% | +8.3% | +1.2% | +8.7% |
| 3M | +5.5% | -11.6% | +17.1% | +6.6% |
| 6M | +16.1% | -33.6% | +49.7% | +20.2% |
| YTD | +2.7% | -56.7% | +59.4% | +9.9% |
| 1Y | +42.1% | -59.1% | +101.2% | +52.7% |
| 3Y | +19.3% | -20.4% | +39.6% | +16.7% |
| All | -34.0% | -55.4% | +21.4% | -34.4% |
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