+85.5%
DT vs Z
-41.1%
+126.6%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +1.2% |
| 7D | -5.4% | -13.1% | +7.6% | -1.0% |
| 30D | -32.2% | +5.9% | -38.1% | -34.0% |
| 3M | -10.9% | -13.7% | +2.8% | -7.8% |
| 6M | +10.0% | -27.1% | +37.1% | +20.1% |
| YTD | +2.1% | -56.8% | +58.9% | +31.4% |
| 1Y | -5.5% | -60.2% | +54.7% | +24.6% |
| 3Y | -12.4% | -19.7% | +7.3% | -18.1% |
| 5Y | -39.7% | -53.7% | +14.0% | -34.6% |
| All | +85.5% | -41.1% | +126.6% | +71.7% |
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