+24.7%
Z vs DGX
+299.1%
-274.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -1.7% |
| 7D | -3.0% | -2.3% | -0.7% | -1.9% |
| 30D | -4.2% | +0.6% | -4.7% | -4.4% |
| 3M | -3.7% | +21.4% | -25.1% | -12.8% |
| 6M | -24.5% | +14.7% | -39.2% | -29.9% |
| YTD | -49.3% | +38.4% | -87.7% | -57.6% |
| 1Y | -58.7% | +34.0% | -92.6% | -65.0% |
| 3Y | -34.1% | +92.7% | -126.8% | -55.0% |
| 5Y | -64.5% | +67.7% | -132.2% | -74.2% |
| 10Y | -0.5% | +248.0% | -248.5% | -54.1% |
| All | +24.7% | +299.1% | -274.4% | -46.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling