+54.8%
ON vs Z
-58.8%
+113.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.1% | +3.1% | +0.8% |
| 7D | +2.4% | -3.0% | +5.4% | +2.2% |
| 30D | -3.3% | -4.2% | +0.9% | -3.4% |
| 3M | -43.6% | -3.7% | -39.9% | -42.1% |
| 6M | +19.0% | -24.5% | +43.5% | +24.4% |
| YTD | +37.4% | -49.3% | +86.7% | +53.4% |
| 1Y | +54.8% | -58.7% | +113.4% | +81.6% |
| All | +54.8% | -58.8% | +113.6% | +81.6% |
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