-87.0%
OPEN vs Z
-51.4%
-35.7%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | -2.4% | -19.3% | -19.6% |
| 7D | -22.2% | -4.6% | -17.7% | -18.4% |
| 30D | -38.3% | +8.3% | -46.6% | -42.3% |
| 3M | -59.4% | -11.6% | -47.8% | -55.0% |
| 6M | -74.4% | -33.6% | -40.7% | -63.4% |
| YTD | -76.0% | -56.7% | -19.3% | -52.2% |
| 1Y | -78.7% | -59.1% | -19.5% | -55.4% |
| 3Y | -30.0% | -20.4% | -9.6% | -21.3% |
| 5Y | -93.7% | -55.3% | -38.5% | -88.2% |
| All | -87.0% | -51.4% | -35.7% | -71.4% |
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