+372.5%
RMD vs Z
+25.1%
+347.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.8% | -0.1% |
| 7D | -5.0% | -3.0% | -2.0% | -4.6% |
| 30D | +2.2% | -4.2% | +6.4% | +2.7% |
| 3M | +17.8% | -3.7% | +21.6% | +18.2% |
| 6M | -11.3% | -24.5% | +13.2% | -8.2% |
| YTD | -4.4% | -49.3% | +44.9% | +4.1% |
| 1Y | -15.7% | -58.7% | +43.0% | -5.8% |
| 3Y | +47.7% | -34.1% | +81.9% | +51.3% |
| 5Y | -19.2% | -64.5% | +45.3% | -14.6% |
| 10Y | +280.4% | -0.5% | +280.9% | +219.2% |
| All | +372.5% | +25.1% | +347.4% | +278.8% |
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 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