-53.1%
Z vs DTE
+46.4%
-99.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.4% | +3.1% | +3.3% |
| 7D | +0.8% | +3.4% | -2.6% | -0.3% |
| 30D | +5.2% | +8.9% | -3.7% | +2.5% |
| 3M | -17.0% | +1.1% | -18.1% | -17.4% |
| 6M | -22.7% | +0.1% | -22.7% | -23.0% |
| YTD | -56.3% | +11.1% | -67.4% | -58.5% |
| 1Y | -57.7% | +4.9% | -62.6% | -58.8% |
| 3Y | -16.5% | +58.6% | -75.1% | -32.4% |
| All | -53.1% | +46.4% | -99.5% | -60.2% |
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