+636.7%
DELL vs ZCMD
-100.0%
+736.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.7% | -3.6% | -5.3% |
| 7D | -1.9% | -2.0% | +0.1% | -1.9% |
| 30D | +14.9% | -19.8% | +34.7% | +14.9% |
| 3M | +37.2% | -62.1% | +99.3% | +36.0% |
| 6M | +254.0% | -99.5% | +353.5% | +216.6% |
| YTD | +306.1% | -99.7% | +405.9% | +263.7% |
| 1Y | +312.3% | -99.9% | +412.2% | +268.5% |
| All | +636.7% | -100.0% | +736.7% | +661.2% |
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 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