+11.3%
O vs Z
-54.2%
+65.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +9.4% | -6.4% | +2.7% |
| 7D | +5.8% | +10.2% | -4.4% | +5.5% |
| 30D | +10.7% | +23.7% | -13.0% | +10.4% |
| 3M | -4.5% | -6.6% | +2.0% | -5.2% |
| 6M | -4.1% | -23.0% | +18.9% | -6.2% |
| YTD | +9.8% | -50.3% | +60.1% | +5.5% |
| 1Y | +11.3% | -53.6% | +64.9% | +7.0% |
| All | +11.3% | -54.2% | +65.5% | +7.0% |
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