-23.0%
GOOG vs Z
-28.8%
+5.8%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.3% | +3.9% | +2.0% |
| 7D | +4.8% | -4.9% | +9.7% | +5.6% |
| 30D | -15.5% | +3.0% | -18.5% | -16.8% |
| 3M | -13.7% | -13.4% | -0.3% | -11.6% |
| 6M | -23.0% | -27.3% | +4.4% | -20.3% |
| All | -23.0% | -28.8% | +5.8% | -20.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling