+115.9%
DIA vs ZCMD
-100.0%
+215.9%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.6% |
| 7D | -3.0% | -2.0% | -1.0% | -3.0% |
| 30D | -3.0% | -19.8% | +16.8% | -2.9% |
| 3M | +4.5% | -62.1% | +66.6% | +4.0% |
| 6M | +9.8% | -99.5% | +109.3% | +12.8% |
| YTD | +9.3% | -99.7% | +109.0% | +13.2% |
| 1Y | +16.0% | -99.9% | +115.9% | +21.1% |
| 3Y | +57.7% | -100.0% | +157.7% | +70.2% |
| 5Y | +63.8% | -100.0% | +163.8% | +76.8% |
| All | +115.9% | -100.0% | +215.9% | +155.4% |
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