+972.7%
GOOG vs Z
+17.0%
+955.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.4% | +6.5% | +1.3% |
| 7D | +1.1% | -3.3% | +4.3% | +1.7% |
| 30D | -5.1% | -3.7% | -1.3% | -4.6% |
| 3M | -7.1% | -7.0% | -0.1% | -6.2% |
| 6M | +12.7% | -29.5% | +42.2% | +19.6% |
| YTD | +7.1% | -52.6% | +59.7% | +22.0% |
| 1Y | +43.6% | -64.0% | +107.6% | +71.8% |
| 3Y | +146.8% | -36.4% | +183.2% | +155.3% |
| 5Y | +133.7% | -65.8% | +199.4% | +154.0% |
| 10Y | +773.3% | -5.8% | +779.2% | +645.1% |
| All | +972.7% | +17.0% | +955.7% | +782.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling