+4.5%
Z vs DGX
+336.5%
-332.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.5% | -5.0% | -5.3% |
| 7D | -6.5% | +4.6% | -11.1% | -8.3% |
| 30D | -0.1% | +11.9% | -12.0% | -5.1% |
| 3M | -14.1% | +9.2% | -23.3% | -17.6% |
| 6M | -30.1% | +39.0% | -69.0% | -40.7% |
| YTD | -57.5% | +51.4% | -109.0% | -66.0% |
| 1Y | -60.3% | +42.6% | -102.9% | -67.2% |
| 3Y | -21.0% | +105.9% | -127.0% | -47.5% |
| 5Y | -54.9% | +96.6% | -151.5% | -69.7% |
| 10Y | -16.0% | +286.0% | -302.0% | -63.1% |
| All | +4.5% | +336.5% | -332.1% | -57.1% |
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