+235.7%
DIA vs Z
-16.5%
+252.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.5% | -3.3% | -0.3% |
| 7D | +2.1% | +0.8% | +1.3% | +2.0% |
| 30D | +1.5% | +5.2% | -3.7% | +0.5% |
| 3M | -2.4% | -17.0% | +14.6% | -0.5% |
| 6M | +6.0% | -22.7% | +28.6% | +8.7% |
| YTD | +10.1% | -56.3% | +66.4% | +21.3% |
| 1Y | +11.8% | -57.7% | +69.5% | +23.5% |
| 3Y | +59.7% | -16.5% | +76.3% | +57.0% |
| 5Y | +57.9% | -53.4% | +111.3% | +61.8% |
| All | +235.7% | -16.5% | +252.1% | +182.7% |
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