+6.5%
Z vs DTE
+186.6%
-180.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.6% | -2.5% |
| 7D | -4.6% | -0.3% | -4.3% | -4.3% |
| 30D | +8.3% | +6.2% | +2.2% | +5.8% |
| 3M | -11.6% | -2.6% | -9.0% | -10.5% |
| 6M | -33.6% | -3.5% | -30.1% | -32.8% |
| YTD | -56.7% | +7.4% | -64.0% | -58.5% |
| 1Y | -59.1% | +4.2% | -63.3% | -60.3% |
| 3Y | -20.4% | +51.7% | -72.1% | -35.8% |
| 5Y | -55.3% | +39.7% | -94.9% | -63.1% |
| 10Y | -14.2% | +137.5% | -151.7% | -46.1% |
| All | +6.5% | +186.6% | -180.1% | -39.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling