+173.8%
DAL vs ZCMD
-100.0%
+273.8%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.8% | +0.4% | +2.2% |
| 7D | +8.8% | -4.4% | +13.2% | +8.8% |
| 30D | +5.4% | -43.0% | +48.4% | +5.0% |
| 3M | -4.9% | -54.9% | +49.9% | -5.4% |
| 6M | +19.8% | -99.8% | +119.6% | +17.3% |
| YTD | +27.0% | -99.9% | +126.8% | +23.8% |
| 1Y | +52.5% | -99.9% | +152.4% | +47.8% |
| 3Y | +173.8% | -100.0% | +273.8% | +166.5% |
| All | +173.8% | -100.0% | +273.8% | +166.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling