+99.3%
DINO vs ZCMD
-100.0%
+199.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.0% | -4.2% | -0.2% |
| 7D | +2.0% | -4.1% | +6.1% | +2.0% |
| 30D | +27.7% | -22.7% | +50.4% | +27.7% |
| 3M | +56.3% | -62.5% | +118.8% | +56.0% |
| 6M | +107.6% | -99.5% | +207.0% | +103.8% |
| YTD | +140.2% | -99.7% | +239.9% | +136.1% |
| 1Y | +113.0% | -99.9% | +212.9% | +109.5% |
| All | +99.3% | -100.0% | +199.3% | +80.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling