-16.9%
Z vs DTE
+151.0%
-167.9%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.5% |
| 7D | -13.1% | +1.6% | -14.6% | -13.6% |
| 30D | +5.9% | +9.1% | -3.2% | +2.2% |
| 3M | -13.7% | +2.4% | -16.1% | -14.5% |
| 6M | -27.1% | -0.2% | -26.9% | -27.3% |
| YTD | -56.8% | +11.0% | -67.8% | -59.3% |
| 1Y | -60.2% | +3.4% | -63.6% | -61.2% |
| 3Y | -19.7% | +57.1% | -76.8% | -36.5% |
| 5Y | -53.7% | +46.6% | -100.2% | -62.9% |
| 10Y | -16.9% | +151.3% | -168.1% | -41.6% |
| All | -16.9% | +151.0% | -167.9% | -41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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