+23.7%
DBX vs ZCMD
-100.0%
+123.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.0% | -1.7% | +2.4% |
| 7D | +0.3% | -4.1% | +4.4% | +0.2% |
| 30D | 0.0% | -22.7% | +22.7% | -0.3% |
| 3M | +26.1% | -62.5% | +88.6% | +27.2% |
| 6M | +29.4% | -99.5% | +128.8% | +25.5% |
| YTD | +24.4% | -99.7% | +124.2% | +20.6% |
| 1Y | +10.9% | -99.9% | +110.8% | +7.4% |
| All | +23.7% | -100.0% | +123.7% | +15.1% |
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