-26.7%
DT vs Z
-64.8%
+38.1%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.5% | -1.0% |
| 7D | -3.3% | -3.0% | -0.3% | -2.4% |
| 30D | +2.0% | -4.2% | +6.2% | +3.1% |
| 3M | +20.0% | -3.7% | +23.7% | +20.7% |
| 6M | +39.3% | -24.5% | +63.8% | +50.2% |
| YTD | +19.8% | -49.3% | +69.0% | +45.2% |
| 1Y | +4.3% | -58.7% | +63.0% | +33.9% |
| 3Y | +7.7% | -34.1% | +41.8% | +10.7% |
| All | -26.7% | -64.8% | +38.1% | -25.6% |
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