-8.9%
DASH vs ZCMD
-100.0%
+91.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.6% | +1.4% | -3.2% |
| 7D | -4.1% | -2.9% | -1.2% | -4.1% |
| 30D | -10.6% | -28.5% | +17.8% | -10.7% |
| 3M | -18.8% | -56.5% | +37.8% | -18.9% |
| 6M | +11.2% | -99.7% | +110.9% | +16.7% |
| YTD | -23.8% | -99.9% | +76.1% | -19.2% |
| 1Y | -12.2% | -99.9% | +87.7% | -6.6% |
| 3Y | +97.3% | -100.0% | +197.3% | +121.5% |
| 5Y | -29.8% | -100.0% | +70.2% | -17.9% |
| All | -8.9% | -100.0% | +91.1% | +7.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling