+307.1%
LOW vs Z
+4.2%
+303.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.5% | -1.3% |
| 7D | +0.1% | -4.9% | +5.0% | +1.2% |
| 30D | +21.3% | +3.0% | +18.3% | +20.2% |
| 3M | +6.0% | -13.4% | +19.4% | +8.7% |
| 6M | +2.6% | -27.3% | +29.9% | +8.8% |
| YTD | -3.6% | -57.8% | +54.2% | +13.7% |
| 1Y | -1.0% | -60.0% | +59.1% | +18.0% |
| 3Y | +24.2% | -21.5% | +45.7% | +24.3% |
| 5Y | +6.3% | -55.0% | +61.3% | +13.5% |
| 10Y | +294.1% | -18.8% | +312.8% | +223.6% |
| All | +307.1% | +4.2% | +303.0% | +212.2% |
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