-58.0%
Z vs DGX
+48.2%
-106.2%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.6% | +2.2% | +3.6% |
| 7D | -5.2% | +3.5% | -8.7% | -5.6% |
| 30D | +5.7% | +12.4% | -6.7% | +4.8% |
| 3M | -8.7% | +9.3% | -18.1% | -9.8% |
| 6M | -26.0% | +39.7% | -65.6% | -24.8% |
| YTD | -55.0% | +52.2% | -107.2% | -55.2% |
| All | -58.0% | +48.2% | -106.2% | -57.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling