-82.3%
OPEN vs Z
-58.2%
-24.1%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.8% | -3.1% | -1.9% |
| 7D | -21.7% | -5.2% | -16.5% | -18.3% |
| 30D | -36.5% | +5.7% | -42.2% | -38.2% |
| 3M | -59.5% | -8.7% | -50.8% | -57.2% |
| 6M | -71.9% | -26.0% | -45.9% | -66.8% |
| YTD | -75.8% | -55.0% | -20.8% | -66.8% |
| All | -82.3% | -58.2% | -24.1% | -74.8% |
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