-6.2%
DOW vs Z
-19.3%
+13.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.8% | -5.2% | -2.1% |
| 7D | -9.4% | -5.2% | -4.3% | -8.8% |
| 30D | +8.9% | +5.7% | +3.2% | +7.3% |
| 3M | +6.7% | -8.7% | +15.5% | +7.5% |
| 6M | -14.2% | -26.0% | +11.8% | -10.7% |
| YTD | +36.9% | -55.0% | +92.0% | +55.0% |
| 1Y | +45.8% | -58.0% | +103.7% | +67.1% |
| 3Y | -23.9% | -15.2% | -8.7% | -26.1% |
| 5Y | -30.8% | -53.8% | +23.0% | -27.9% |
| All | -6.2% | -19.3% | +13.1% | -39.3% |
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