-78.2%
ZDAI vs SPY
+20.8%
-99.0%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.1% | +4.4% |
| 7D | +0.6% | +0.1% | +0.5% | +0.4% |
| 30D | -4.0% | +0.1% | -4.1% | -4.1% |
| 3M | -43.5% | +2.0% | -45.5% | -45.1% |
| 6M | -63.4% | +13.0% | -76.4% | -70.0% |
| YTD | -49.1% | +13.5% | -62.7% | -58.8% |
| 1Y | -78.2% | +20.0% | -98.1% | -87.7% |
| All | -78.2% | +20.8% | -99.0% | -87.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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