+329.4%
DLR vs Z
+25.1%
+304.3%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +0.6% |
| 7D | +1.6% | -3.0% | +4.6% | +2.0% |
| 30D | -3.4% | -4.2% | +0.8% | -3.0% |
| 3M | +0.5% | -3.7% | +4.2% | +0.5% |
| 6M | +4.6% | -24.5% | +29.1% | +7.7% |
| YTD | +23.4% | -49.3% | +72.7% | +33.3% |
| 1Y | +19.0% | -58.7% | +77.7% | +31.7% |
| 3Y | +56.5% | -34.1% | +90.7% | +59.7% |
| 5Y | +33.3% | -64.5% | +97.9% | +38.8% |
| 10Y | +165.1% | -0.5% | +165.6% | +131.3% |
| All | +329.4% | +25.1% | +304.3% | +258.6% |
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