+512.3%
ON vs Z
+6.9%
+505.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.9% | +1.3% |
| 7D | -11.7% | -4.6% | -7.1% | -10.4% |
| 30D | -23.3% | +8.3% | -31.6% | -26.3% |
| 3M | -19.2% | -11.6% | -7.6% | -17.3% |
| 6M | -40.1% | -33.6% | -6.5% | -33.5% |
| YTD | +16.9% | -56.7% | +73.6% | +48.9% |
| 1Y | +29.7% | -59.1% | +88.9% | +68.6% |
| 3Y | -4.4% | -20.4% | +16.0% | -9.1% |
| 5Y | +7.1% | -55.3% | +62.3% | +19.0% |
| 10Y | +447.2% | -14.2% | +461.4% | +289.1% |
| All | +512.3% | +6.9% | +505.4% | +292.9% |
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