+143.3%
DELL vs ZCMD
-99.9%
+243.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -3.0% | -5.8% | -8.8% |
| 7D | -24.6% | -13.3% | -11.3% | -24.5% |
| 30D | -32.5% | -49.6% | +17.1% | -32.2% |
| 3M | -20.2% | -54.6% | +34.4% | -19.9% |
| 6M | +76.5% | -99.8% | +176.2% | +36.5% |
| YTD | +198.9% | -99.9% | +298.8% | +131.5% |
| 1Y | +143.3% | -99.9% | +243.2% | +94.9% |
| All | +143.3% | -99.9% | +243.2% | +94.9% |
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