-38.7%
DG vs ZCMD
-100.0%
+61.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.4% | -1.3% |
| 7D | -6.3% | -2.0% | -4.3% | -6.3% |
| 30D | +2.4% | -19.8% | +22.2% | +2.3% |
| 3M | +12.4% | -62.1% | +74.5% | +13.5% |
| 6M | -14.9% | -99.5% | +84.6% | -14.4% |
| YTD | -6.1% | -99.7% | +93.7% | -5.3% |
| 1Y | +17.9% | -99.9% | +117.8% | +18.8% |
| 3Y | +3.1% | -100.0% | +103.1% | +4.2% |
| 5Y | -38.7% | -100.0% | +61.3% | -39.8% |
| All | -38.7% | -100.0% | +61.3% | -39.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling