+63.8%
DBX vs ZCMD
-100.0%
+163.8%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.5% | -2.9% |
| 7D | -1.3% | -1.4% | +0.1% | -1.3% |
| 30D | -2.9% | -21.6% | +18.7% | -3.0% |
| 3M | +23.8% | -67.4% | +91.2% | +24.2% |
| 6M | +26.2% | -99.4% | +125.6% | +27.0% |
| YTD | +21.6% | -99.7% | +121.4% | +23.6% |
| 1Y | +11.4% | -99.9% | +111.3% | +14.3% |
| 3Y | +21.3% | -100.0% | +121.3% | +29.2% |
| 5Y | +6.7% | -100.0% | +106.6% | +13.7% |
| All | +63.8% | -100.0% | +163.8% | +93.7% |
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