+252.8%
DINO vs ZCMD
-100.0%
+352.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -7.1% | +7.2% | +0.1% |
| 7D | +2.3% | -5.4% | +7.7% | +2.3% |
| 30D | +22.6% | -24.8% | +47.4% | +22.7% |
| 3M | +55.2% | -62.8% | +118.0% | +54.7% |
| 6M | +93.8% | -99.5% | +193.3% | +94.8% |
| YTD | +139.5% | -99.8% | +239.3% | +142.1% |
| 1Y | +115.3% | -99.9% | +215.2% | +119.3% |
| 3Y | +98.8% | -100.0% | +198.8% | +107.7% |
| 5Y | +333.5% | -100.0% | +433.5% | +352.0% |
| All | +252.8% | -100.0% | +352.8% | +273.2% |
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