+0.1%
DOW vs Z
-21.6%
+21.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.5% | -3.8% | -0.9% |
| 7D | +5.2% | +0.8% | +4.4% | +5.0% |
| 30D | +13.2% | +5.2% | +8.0% | +11.6% |
| 3M | +10.1% | -17.0% | +27.1% | +12.8% |
| 6M | -13.1% | -22.7% | +9.6% | -10.4% |
| YTD | +46.1% | -56.3% | +102.4% | +66.1% |
| 1Y | +50.0% | -57.7% | +107.7% | +71.5% |
| 3Y | -20.2% | -16.5% | -3.7% | -22.4% |
| 5Y | -27.7% | -53.4% | +25.7% | -25.0% |
| All | +0.1% | -21.6% | +21.7% | -34.9% |
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