+29.1%
DKS vs ZCMD
-100.0%
+129.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | -0.2% |
| 7D | -4.7% | -2.0% | -2.7% | -4.7% |
| 30D | -35.1% | -19.8% | -15.2% | -35.1% |
| 3M | -37.7% | -62.1% | +24.3% | -37.1% |
| 6M | -30.7% | -99.5% | +68.7% | -31.7% |
| YTD | -31.9% | -99.7% | +67.8% | -33.1% |
| 1Y | -40.0% | -99.9% | +59.9% | -41.4% |
| All | +29.1% | -100.0% | +129.1% | +33.4% |
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