-4.3%
DIS vs ZCMD
-100.0%
+95.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.2% | +3.9% | +0.6% |
| 7D | +1.9% | -7.7% | +9.6% | +1.9% |
| 30D | +9.2% | -34.8% | +43.9% | +9.4% |
| 3M | +13.5% | -56.3% | +69.8% | +13.9% |
| 6M | +14.3% | -99.7% | +114.0% | +18.4% |
| YTD | +5.4% | -99.9% | +105.2% | +10.1% |
| 1Y | +12.2% | -99.9% | +112.1% | +17.5% |
| 3Y | +37.2% | -100.0% | +137.2% | +47.7% |
| 5Y | -23.1% | -100.0% | +76.9% | -16.5% |
| All | -4.3% | -100.0% | +95.7% | +16.2% |
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