-60.2%
Z vs DTE
+3.9%
-64.1%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.7% |
| 7D | -13.1% | +1.6% | -14.6% | -13.2% |
| 30D | +5.9% | +9.1% | -3.2% | +6.4% |
| 3M | -13.7% | +2.4% | -16.1% | -15.3% |
| 6M | -27.1% | -0.2% | -26.9% | -28.8% |
| YTD | -56.8% | +11.0% | -67.8% | -56.7% |
| 1Y | -60.2% | +3.4% | -63.6% | -56.7% |
| All | -60.2% | +3.9% | -64.1% | -56.7% |
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