+121.2%
DIA vs ZCMD
-100.0%
+221.2%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.7% | +3.2% | -0.5% |
| 7D | -0.2% | -8.0% | +7.8% | -0.1% |
| 30D | -1.5% | -27.9% | +26.4% | -1.4% |
| 3M | +3.8% | -74.6% | +78.3% | +3.6% |
| 6M | +10.3% | -99.5% | +109.7% | +13.2% |
| YTD | +12.1% | -99.7% | +111.8% | +16.1% |
| 1Y | +18.6% | -99.9% | +118.5% | +23.8% |
| 3Y | +60.6% | -100.0% | +160.6% | +73.4% |
| 5Y | +64.3% | -100.0% | +164.3% | +77.8% |
| All | +121.2% | -100.0% | +221.2% | +161.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling