+387.8%
RMD vs Z
+10.9%
+376.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.8% | -3.6% | -0.4% |
| 7D | +1.2% | -5.2% | +6.4% | +1.9% |
| 30D | +2.5% | +5.7% | -3.2% | +1.4% |
| 3M | +11.5% | -8.7% | +20.3% | +12.5% |
| 6M | +14.7% | -26.0% | +40.7% | +18.9% |
| YTD | -1.3% | -55.0% | +53.7% | +8.9% |
| 1Y | -5.3% | -58.0% | +52.7% | +5.5% |
| 3Y | +68.8% | -15.2% | +83.9% | +66.8% |
| 5Y | -5.9% | -53.8% | +47.9% | -2.9% |
| 10Y | +348.7% | -14.5% | +363.2% | +283.5% |
| All | +387.8% | +10.9% | +376.9% | +296.3% |
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