-30.0%
OPEN vs Z
-21.1%
-8.9%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | -2.4% | -19.3% | -19.7% |
| 7D | -22.2% | -4.6% | -17.7% | -18.5% |
| 30D | -38.3% | +8.3% | -46.6% | -42.0% |
| 3M | -59.4% | -11.6% | -47.8% | -55.2% |
| 6M | -74.4% | -33.6% | -40.7% | -63.9% |
| YTD | -76.0% | -56.7% | -19.3% | -53.2% |
| 1Y | -78.7% | -59.1% | -19.5% | -56.4% |
| 3Y | -30.0% | -20.4% | -9.6% | -22.2% |
| All | -30.0% | -21.1% | -8.9% | -22.2% |
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