-15.2%
Z vs DGX
+106.2%
-121.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.6% | +2.2% | +3.3% |
| 7D | -5.2% | +3.5% | -8.7% | -6.0% |
| 30D | +5.7% | +12.4% | -6.7% | +2.7% |
| 3M | -8.7% | +9.3% | -18.1% | -10.8% |
| 6M | -26.0% | +39.7% | -65.6% | -31.8% |
| YTD | -55.0% | +52.2% | -107.2% | -60.2% |
| 1Y | -58.0% | +47.1% | -105.1% | -62.4% |
| 3Y | -15.2% | +108.8% | -123.9% | -35.9% |
| All | -15.2% | +106.2% | -121.4% | -35.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling