+39.1%
O vs Z
-18.1%
+57.2%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.5% | -4.2% | -1.0% |
| 7D | -0.4% | +0.8% | -1.2% | -0.4% |
| 30D | +7.1% | +5.2% | +1.9% | +6.7% |
| 3M | -5.2% | -17.0% | +11.8% | -4.5% |
| 6M | -1.8% | -22.7% | +20.9% | -0.8% |
| YTD | +9.1% | -56.3% | +65.4% | +14.1% |
| 1Y | +9.7% | -57.7% | +67.3% | +14.9% |
| 3Y | +39.1% | -16.5% | +55.7% | +28.4% |
| All | +39.1% | -18.1% | +57.2% | +28.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling