-24.7%
LOW vs Z
-64.6%
+39.9%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.8% | +1.8% | -0.5% |
| 7D | -2.6% | -11.6% | +8.9% | -0.6% |
| 30D | -11.1% | -8.5% | -2.7% | -9.9% |
| 3M | -8.5% | -7.9% | -0.6% | -7.6% |
| 6M | -20.8% | -29.1% | +8.2% | -17.6% |
| YTD | -17.2% | -54.2% | +37.0% | -8.8% |
| 1Y | -24.7% | -63.5% | +38.8% | -14.0% |
| All | -24.7% | -64.6% | +39.9% | -14.0% |
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