+7.2%
DECK vs ZCMD
-99.9%
+107.2%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.5% |
| 7D | +6.0% | -12.9% | +18.9% | +6.1% |
| 30D | +7.4% | -45.3% | +52.7% | +7.9% |
| 3M | -11.7% | -59.4% | +47.8% | -11.1% |
| 6M | -11.0% | -99.8% | +88.8% | +0.5% |
| YTD | -15.4% | -99.9% | +84.5% | -2.0% |
| 1Y | +7.2% | -99.9% | +107.2% | +31.1% |
| All | +7.2% | -99.9% | +107.2% | +31.1% |
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 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