+254.4%
DINO vs ZCMD
-100.0%
+354.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.5% | +3.2% | +2.8% |
| 7D | +4.2% | -1.4% | +5.6% | +4.2% |
| 30D | +33.9% | -21.6% | +55.4% | +33.9% |
| 3M | +50.5% | -67.4% | +117.9% | +50.0% |
| 6M | +95.2% | -99.4% | +194.6% | +96.0% |
| YTD | +140.6% | -99.7% | +240.3% | +143.1% |
| 1Y | +119.0% | -99.9% | +218.8% | +122.7% |
| 3Y | +100.4% | -100.0% | +200.4% | +109.3% |
| 5Y | +324.6% | -100.0% | +424.6% | +342.2% |
| All | +254.4% | -100.0% | +354.4% | +274.7% |
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