-0.7%
DT vs Z
-63.9%
+63.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -6.4% | +3.3% | -1.2% |
| 7D | -4.9% | -3.3% | -1.6% | -3.9% |
| 30D | +2.7% | -3.7% | +6.4% | +3.6% |
| 3M | +20.0% | -7.0% | +27.0% | +21.3% |
| 6M | +28.0% | -29.5% | +57.5% | +37.9% |
| YTD | +16.0% | -52.6% | +68.6% | +38.1% |
| All | -0.7% | -63.9% | +63.2% | +26.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling