+568.4%
ON vs Z
+10.9%
+557.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +3.8% | +5.4% | +7.8% |
| 7D | -1.4% | -5.2% | +3.7% | +0.3% |
| 30D | -10.9% | +5.7% | -16.6% | -13.3% |
| 3M | -14.9% | -8.7% | -6.1% | -13.7% |
| 6M | -33.0% | -26.0% | -7.1% | -28.4% |
| YTD | +27.6% | -55.0% | +82.7% | +60.6% |
| 1Y | +44.5% | -58.0% | +102.5% | +86.2% |
| 3Y | +7.4% | -15.2% | +22.6% | -0.1% |
| 5Y | +18.7% | -53.8% | +72.6% | +30.7% |
| 10Y | +516.0% | -14.5% | +530.5% | +337.5% |
| All | +568.4% | +10.9% | +557.5% | +323.7% |
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