-10.8%
DOW vs Z
-9.0%
-1.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.1% | -0.9% | -2.6% |
| 7D | -2.4% | -3.0% | +0.6% | -1.9% |
| 30D | +0.4% | -4.2% | +4.6% | +0.8% |
| 3M | -14.4% | -3.7% | -10.7% | -14.5% |
| 6M | -7.0% | -24.5% | +17.5% | -3.5% |
| YTD | +30.2% | -49.3% | +79.5% | +45.3% |
| 1Y | +29.2% | -58.7% | +87.9% | +50.1% |
| 3Y | -36.7% | -34.1% | -2.6% | -34.9% |
| 5Y | -37.7% | -64.5% | +26.8% | -31.6% |
| All | -10.8% | -9.0% | -1.8% | -43.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling