+180.5%
PL vs Z
-58.8%
+239.3%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.9% | -1.0% |
| 7D | -9.3% | -3.0% | -6.3% | -9.1% |
| 30D | -18.9% | -4.2% | -14.7% | -18.6% |
| 3M | -58.4% | -3.7% | -54.7% | -57.9% |
| 6M | -30.3% | -24.5% | -5.8% | -26.1% |
| YTD | -8.1% | -49.3% | +41.2% | +11.1% |
| 1Y | +180.5% | -58.7% | +239.2% | +297.1% |
| All | +180.5% | -58.8% | +239.3% | +297.1% |
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