+117.4%
DIA vs ZCMD
-100.0%
+217.4%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.2% | +3.4% | +0.2% |
| 7D | +2.1% | -7.7% | +9.8% | +2.2% |
| 30D | +1.5% | -34.8% | +36.3% | +1.7% |
| 3M | -2.4% | -56.3% | +53.9% | -2.0% |
| 6M | +6.0% | -99.7% | +105.6% | +9.2% |
| YTD | +10.1% | -99.9% | +109.9% | +14.4% |
| 1Y | +11.8% | -99.9% | +111.7% | +16.6% |
| 3Y | +59.7% | -100.0% | +159.7% | +72.1% |
| 5Y | +57.9% | -100.0% | +157.9% | +72.1% |
| All | +117.4% | -100.0% | +217.4% | +158.1% |
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