+185.6%
DECK vs ZCMD
-100.0%
+285.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.8% | -2.9% | -1.2% |
| 7D | +5.8% | -4.4% | +10.2% | +5.8% |
| 30D | +7.9% | -43.0% | +50.9% | +8.5% |
| 3M | -11.4% | -54.9% | +43.5% | -10.7% |
| 6M | -16.6% | -99.8% | +83.2% | -10.8% |
| YTD | -16.4% | -99.9% | +83.5% | -10.0% |
| 1Y | +8.6% | -99.9% | +108.6% | +17.7% |
| 3Y | -15.1% | -100.0% | +84.9% | -2.6% |
| 5Y | +22.9% | -100.0% | +122.9% | +43.8% |
| All | +185.6% | -100.0% | +285.6% | +296.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling