-3.5%
IR vs Z
-58.8%
+55.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.1% | +3.4% | +1.5% |
| 7D | -2.8% | -3.0% | +0.2% | -2.5% |
| 30D | -15.1% | -4.2% | -11.0% | -14.8% |
| 3M | +6.1% | -3.7% | +9.8% | +6.6% |
| 6M | -16.8% | -24.5% | +7.7% | -13.9% |
| YTD | -3.5% | -49.3% | +45.8% | +3.7% |
| 1Y | -3.5% | -58.7% | +55.2% | +5.8% |
| All | -3.5% | -58.8% | +55.3% | +5.8% |
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 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