+60.7%
DAL vs ZCMD
-100.0%
+160.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.5% |
| 7D | +3.4% | -1.4% | +4.8% | +3.4% |
| 30D | -13.6% | -21.6% | +8.0% | -13.5% |
| 3M | +1.2% | -67.4% | +68.6% | +1.4% |
| 6M | +34.5% | -99.4% | +133.9% | +39.1% |
| YTD | +14.7% | -99.7% | +114.4% | +19.7% |
| 1Y | +29.2% | -99.9% | +129.1% | +36.0% |
| 3Y | +100.0% | -100.0% | +200.0% | +126.7% |
| 5Y | +106.3% | -100.0% | +206.3% | +133.1% |
| All | +60.7% | -100.0% | +160.7% | +99.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 10y: compounded portfolio wealth divided by compounded ZCMD 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…
10y analysis · Full analysis span regression · 6 months rolling