+142.1%
DGX vs ZCMD
-100.0%
+242.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -7.0% | +8.7% | +1.7% |
| 7D | -0.9% | -5.4% | +4.5% | -0.9% |
| 30D | -1.2% | -24.8% | +23.6% | -1.2% |
| 3M | +15.8% | -62.8% | +78.6% | +15.3% |
| 6M | +18.2% | -99.5% | +117.7% | +18.0% |
| YTD | +37.2% | -99.8% | +137.0% | +36.9% |
| 1Y | +30.4% | -99.9% | +130.3% | +30.2% |
| 3Y | +96.7% | -100.0% | +196.7% | +97.4% |
| 5Y | +67.2% | -100.0% | +167.2% | +67.4% |
| All | +142.1% | -100.0% | +242.1% | +148.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling