+333.0%
DINO vs ZCMD
-100.0%
+433.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | -0.4% |
| 7D | +1.5% | -2.0% | +3.5% | +1.5% |
| 30D | +25.9% | -19.8% | +45.7% | +25.9% |
| 3M | +53.2% | -62.1% | +115.2% | +53.0% |
| 6M | +105.5% | -99.5% | +204.9% | +102.7% |
| YTD | +139.2% | -99.7% | +239.0% | +136.4% |
| 1Y | +117.4% | -99.9% | +217.3% | +115.0% |
| 3Y | +99.3% | -100.0% | +199.3% | +97.3% |
| 5Y | +333.0% | -100.0% | +433.0% | +326.0% |
| All | +333.0% | -100.0% | +433.0% | +326.0% |
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