+95.0%
DG vs Z
+6.9%
+88.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.4% | -0.6% | -2.9% |
| 7D | +1.1% | -4.6% | +5.7% | +1.5% |
| 30D | +9.5% | +8.3% | +1.2% | +8.8% |
| 3M | +5.5% | -11.6% | +17.1% | +6.4% |
| 6M | +16.1% | -33.6% | +49.7% | +19.7% |
| YTD | +2.7% | -56.7% | +59.4% | +9.1% |
| 1Y | +42.1% | -59.1% | +101.2% | +51.5% |
| 3Y | +19.3% | -20.4% | +39.6% | +18.3% |
| 5Y | -35.3% | -55.3% | +19.9% | -34.5% |
| 10Y | +123.9% | -14.2% | +138.1% | +107.9% |
| All | +95.0% | +6.9% | +88.1% | +74.3% |
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