+57.9%
DIA vs ZCMD
-100.0%
+157.9%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.2% | +3.4% | +0.1% |
| 7D | +2.1% | -7.7% | +9.8% | +2.2% |
| 30D | +1.5% | -34.8% | +36.3% | +1.6% |
| 3M | -2.4% | -56.3% | +53.9% | -2.2% |
| 6M | +6.0% | -99.7% | +105.6% | +7.2% |
| YTD | +10.1% | -99.9% | +109.9% | +11.8% |
| 1Y | +11.8% | -99.9% | +111.7% | +13.7% |
| 3Y | +59.7% | -100.0% | +159.7% | +63.9% |
| All | +57.9% | -100.0% | +157.9% | +63.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling