+319.1%
DELL vs ZCMD
-99.9%
+418.9%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.8% | +5.3% | +1.5% |
| 7D | +14.9% | -8.0% | +22.9% | +15.0% |
| 30D | +13.3% | -27.9% | +41.2% | +13.5% |
| 3M | +24.4% | -74.6% | +99.0% | +16.9% |
| 6M | +258.0% | -99.5% | +357.5% | +175.3% |
| YTD | +320.2% | -99.7% | +419.9% | +234.2% |
| 1Y | +319.1% | -99.9% | +418.9% | +251.2% |
| All | +319.1% | -99.9% | +418.9% | +251.2% |
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