+87.8%
DT vs Z
-40.4%
+128.2%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.5% | -3.7% | -1.4% |
| 7D | +3.1% | +0.8% | +2.3% | +2.7% |
| 30D | -29.5% | +5.2% | -34.7% | -31.3% |
| 3M | -11.7% | -17.0% | +5.3% | -7.4% |
| 6M | +29.0% | -22.7% | +51.7% | +37.8% |
| YTD | +3.4% | -56.3% | +59.7% | +32.5% |
| 1Y | -4.2% | -57.7% | +53.4% | +23.6% |
| 3Y | -12.8% | -16.5% | +3.7% | -19.7% |
| 5Y | -39.6% | -53.4% | +13.8% | -34.7% |
| All | +87.8% | -40.4% | +128.2% | +73.2% |
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