-43.0%
DT vs Z
-55.4%
+12.4%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.8% | +0.2% |
| 7D | -24.7% | -4.6% | -20.1% | -23.6% |
| 30D | -27.4% | +8.3% | -35.7% | -29.8% |
| 3M | -11.1% | -11.6% | +0.5% | -8.7% |
| 6M | +13.7% | -33.6% | +47.3% | +27.8% |
| YTD | +0.2% | -56.7% | +56.9% | +28.5% |
| 1Y | -5.7% | -59.1% | +53.4% | +22.9% |
| 3Y | -8.1% | -20.4% | +12.3% | -16.7% |
| All | -43.0% | -55.4% | +12.4% | -38.8% |
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