+15.5%
DKS vs ZCMD
-100.0%
+115.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -7.1% | +8.5% | +1.4% |
| 7D | -3.0% | -5.4% | +2.5% | -2.9% |
| 30D | -33.4% | -24.8% | -8.6% | -33.4% |
| 3M | -39.4% | -62.8% | +23.4% | -38.8% |
| 6M | -30.1% | -99.5% | +69.4% | -30.9% |
| YTD | -31.0% | -99.8% | +68.8% | -31.9% |
| 1Y | -40.2% | -99.9% | +59.7% | -41.3% |
| 3Y | +30.9% | -100.0% | +130.9% | +29.9% |
| All | +15.5% | -100.0% | +115.5% | +17.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling