-35.9%
DOW vs Z
-67.0%
+31.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.4% | +6.9% | +1.3% |
| 7D | -2.9% | -3.3% | +0.3% | -2.5% |
| 30D | +2.0% | -3.7% | +5.7% | +2.3% |
| 3M | -12.5% | -7.0% | -5.5% | -12.2% |
| 6M | -9.2% | -29.5% | +20.3% | -5.6% |
| YTD | +30.8% | -52.6% | +83.3% | +44.3% |
| 1Y | +29.4% | -64.0% | +93.4% | +49.5% |
| 3Y | -34.6% | -36.4% | +1.9% | -32.0% |
| 5Y | -35.9% | -65.8% | +29.8% | -38.3% |
| All | -35.9% | -67.0% | +31.1% | -38.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling