+34.0%
DGX vs ZCMD
-99.9%
+133.9%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.7% | +2.8% | -1.0% |
| 7D | -2.3% | -8.0% | +5.7% | -2.4% |
| 30D | +0.6% | -27.9% | +28.4% | +0.4% |
| 3M | +21.4% | -74.6% | +96.0% | +20.6% |
| 6M | +14.7% | -99.5% | +114.2% | +14.3% |
| YTD | +38.4% | -99.7% | +138.2% | +37.1% |
| 1Y | +34.0% | -99.9% | +133.9% | +31.8% |
| All | +34.0% | -99.9% | +133.9% | +31.8% |
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 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