-10.2%
DOW vs Z
-17.8%
+7.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.8% | +3.6% | +1.3% |
| 7D | -2.4% | -11.6% | +9.2% | -0.2% |
| 30D | -4.1% | -8.5% | +4.4% | -2.8% |
| 3M | -12.4% | -7.9% | -4.5% | -11.8% |
| 6M | -10.6% | -29.1% | +18.4% | -6.3% |
| YTD | +31.1% | -54.2% | +85.3% | +48.9% |
| 1Y | +30.5% | -63.5% | +94.1% | +55.1% |
| 3Y | -34.4% | -38.6% | +4.2% | -31.8% |
| 5Y | -35.5% | -66.0% | +30.5% | -29.0% |
| All | -10.2% | -17.8% | +7.6% | -41.7% |
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