-64.8%
Z vs DTE
+33.5%
-98.3%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -1.9% |
| 7D | -3.0% | +0.2% | -3.2% | -3.0% |
| 30D | -4.2% | -2.6% | -1.6% | -3.5% |
| 3M | -3.7% | -3.9% | +0.2% | -2.8% |
| 6M | -24.5% | -7.9% | -16.6% | -22.9% |
| YTD | -49.3% | +7.2% | -56.5% | -51.2% |
| 1Y | -58.7% | +3.1% | -61.8% | -59.7% |
| 3Y | -34.1% | +47.6% | -81.7% | -44.9% |
| All | -64.8% | +33.5% | -98.3% | -70.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling