+18.3%
DBX vs ZCMD
-99.9%
+118.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.8% | +1.3% | -2.5% |
| 7D | -2.4% | -8.0% | +5.6% | -2.6% |
| 30D | -0.5% | -27.9% | +27.4% | -1.0% |
| 3M | +28.1% | -74.6% | +102.6% | +27.5% |
| 6M | +33.1% | -99.5% | +132.5% | +22.7% |
| YTD | +25.3% | -99.7% | +125.0% | +17.2% |
| 1Y | +18.3% | -99.9% | +118.2% | +14.6% |
| All | +18.3% | -99.9% | +118.2% | +14.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling