+29.2%
DOW vs Z
-58.8%
+88.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.1% | -0.9% | -3.1% |
| 7D | -2.4% | -3.0% | +0.6% | -2.5% |
| 30D | +0.4% | -4.2% | +4.6% | +0.2% |
| 3M | -14.4% | -3.7% | -10.7% | -14.0% |
| 6M | -7.0% | -24.5% | +17.5% | -6.1% |
| YTD | +30.2% | -49.3% | +79.5% | +42.0% |
| 1Y | +29.2% | -58.7% | +87.9% | +51.5% |
| All | +29.2% | -58.8% | +88.0% | +51.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling