+153.0%
DASH vs ZCMD
-100.0%
+253.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -3.7% | -0.9% | -4.7% |
| 7D | -10.6% | -8.0% | -2.6% | -10.6% |
| 30D | +2.2% | -27.9% | +30.0% | +1.9% |
| 3M | +32.3% | -74.6% | +106.9% | +34.2% |
| 6M | +19.1% | -99.5% | +118.6% | +22.5% |
| YTD | -6.5% | -99.7% | +93.2% | -4.0% |
| 1Y | -14.9% | -99.9% | +85.0% | -12.8% |
| All | +153.0% | -100.0% | +253.0% | +151.8% |
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