+53.3%
DIA vs Z
-55.4%
+108.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | -0.1% |
| 7D | -0.9% | -4.6% | +3.6% | -0.4% |
| 30D | +0.3% | +8.3% | -8.1% | -1.1% |
| 3M | -4.5% | -11.6% | +7.1% | -3.4% |
| 6M | +3.4% | -33.6% | +37.0% | +8.4% |
| YTD | +7.8% | -56.7% | +64.5% | +19.2% |
| 1Y | +10.7% | -59.1% | +69.9% | +23.4% |
| 3Y | +57.5% | -20.4% | +77.9% | +55.9% |
| All | +53.3% | -55.4% | +108.7% | +55.0% |
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