-12.8%
DECK vs ZCMD
-100.0%
+87.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -3.0% | +9.0% | +6.0% |
| 7D | +10.4% | -13.3% | +23.7% | +10.4% |
| 30D | +11.1% | -49.6% | +60.7% | +11.4% |
| 3M | -10.8% | -54.6% | +43.8% | -10.5% |
| 6M | -8.7% | -99.8% | +91.0% | -6.5% |
| YTD | -14.0% | -99.9% | +85.8% | -11.9% |
| 1Y | +12.0% | -99.9% | +111.9% | +14.7% |
| All | -12.8% | -100.0% | +87.2% | -11.8% |
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 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