-22.2%
DKNG vs ZCMD
-100.0%
+77.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -7.0% | +11.4% | +4.3% |
| 7D | +3.0% | -5.4% | +8.4% | +3.0% |
| 30D | -3.0% | -24.8% | +21.7% | -3.2% |
| 3M | -17.6% | -62.8% | +45.2% | -17.3% |
| 6M | -3.2% | -99.5% | +96.3% | -2.1% |
| YTD | -28.2% | -99.8% | +71.6% | -27.3% |
| 1Y | -46.1% | -99.9% | +53.8% | -45.7% |
| 3Y | -22.2% | -100.0% | +77.8% | -26.8% |
| All | -22.2% | -100.0% | +77.8% | -26.8% |
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