+45.9%
DKNG vs ZCMD
-100.0%
+145.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -7.1% | +11.4% | +4.4% |
| 7D | +3.0% | -5.4% | +8.5% | +3.1% |
| 30D | -3.0% | -24.8% | +21.8% | -2.8% |
| 3M | -17.6% | -62.8% | +45.2% | -18.4% |
| 6M | -3.2% | -99.5% | +96.3% | +4.8% |
| YTD | -28.2% | -99.8% | +71.6% | -20.8% |
| 1Y | -46.1% | -99.9% | +53.8% | -39.1% |
| 3Y | -22.2% | -100.0% | +77.8% | -2.9% |
| 5Y | -60.4% | -100.0% | +39.6% | -50.0% |
| All | +45.9% | -100.0% | +145.9% | +91.8% |
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 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