-12.9%
DG vs ZCMD
-100.0%
+87.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.5% | -4.0% |
| 7D | -2.5% | -1.4% | -1.1% | -2.5% |
| 30D | +1.0% | -21.6% | +22.6% | +0.9% |
| 3M | +20.3% | -67.4% | +87.7% | +21.4% |
| 6M | -11.7% | -99.4% | +87.7% | -11.1% |
| YTD | -2.3% | -99.7% | +97.4% | -1.4% |
| 1Y | +20.0% | -99.9% | +119.9% | +21.2% |
| 3Y | +7.2% | -100.0% | +107.2% | +8.9% |
| 5Y | -37.9% | -100.0% | +62.1% | -37.1% |
| All | -12.9% | -100.0% | +87.1% | -9.7% |
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