-58.0%
Z vs DTE
+4.3%
-62.3%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.4% | +1.4% | +3.6% |
| 7D | -5.2% | +1.8% | -7.0% | -5.3% |
| 30D | +5.7% | +9.0% | -3.3% | +6.6% |
| 3M | -8.7% | -0.2% | -8.6% | -10.8% |
| 6M | -26.0% | +0.1% | -26.1% | -27.3% |
| YTD | -55.0% | +10.0% | -65.0% | -55.0% |
| All | -58.0% | +4.3% | -62.3% | -54.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling