+2,408.8%
DELL vs ZCMD
-100.0%
+2,508.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.3% | +1.9% |
| 7D | +25.6% | -1.4% | +27.0% | +25.6% |
| 30D | +17.7% | -21.6% | +39.2% | +17.8% |
| 3M | +33.4% | -67.4% | +100.8% | +31.9% |
| 6M | +266.2% | -99.4% | +365.6% | +245.3% |
| YTD | +328.0% | -99.7% | +427.7% | +308.4% |
| 1Y | +339.6% | -99.9% | +439.5% | +323.0% |
| 3Y | +694.6% | -100.0% | +794.6% | +713.3% |
| 5Y | +1,122.0% | -100.0% | +1,222.0% | +1,149.6% |
| All | +2,408.8% | -100.0% | +2,508.8% | +2,852.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling