-16.2%
DIS vs ZCMD
-100.0%
+83.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.0% | -4.9% | -0.9% |
| 7D | -3.5% | -4.1% | +0.6% | -3.5% |
| 30D | +1.0% | -22.7% | +23.7% | +1.1% |
| 3M | +5.7% | -62.5% | +68.2% | +5.6% |
| 6M | +3.3% | -99.5% | +102.7% | +6.8% |
| YTD | -7.7% | -99.7% | +92.0% | -3.9% |
| 1Y | -10.0% | -99.9% | +89.9% | -5.6% |
| 3Y | +31.7% | -100.0% | +131.7% | +41.8% |
| 5Y | -42.2% | -100.0% | +57.8% | -37.6% |
| All | -16.2% | -100.0% | +83.8% | +1.5% |
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 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