-5.8%
Z vs DGX
+241.2%
-247.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.7% | -5.8% | -6.1% |
| 7D | -3.3% | -0.3% | -3.0% | -3.1% |
| 30D | -3.7% | -1.2% | -2.5% | -3.1% |
| 3M | -7.0% | +19.9% | -26.9% | -15.1% |
| 6M | -29.5% | +19.2% | -48.7% | -35.7% |
| YTD | -52.6% | +37.5% | -90.0% | -60.1% |
| 1Y | -64.0% | +31.3% | -95.3% | -69.1% |
| 3Y | -36.4% | +96.6% | -133.1% | -56.9% |
| 5Y | -65.8% | +64.3% | -130.0% | -74.8% |
| 10Y | -5.8% | +241.1% | -246.9% | -54.5% |
| All | -5.8% | +241.2% | -247.1% | -54.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 10y: compounded portfolio wealth divided by compounded DGX 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…
10y analysis · Full analysis span regression · 6 months rolling