+300.2%
DKS vs ZCMD
-100.0%
+400.2%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.0% | -3.3% | +0.7% |
| 7D | -2.9% | -4.1% | +1.2% | -2.9% |
| 30D | -37.7% | -22.7% | -15.0% | -37.6% |
| 3M | -38.9% | -62.5% | +23.6% | -38.6% |
| 6M | -31.1% | -99.5% | +68.4% | -30.1% |
| YTD | -31.8% | -99.7% | +67.9% | -30.5% |
| 1Y | -38.0% | -99.9% | +61.8% | -36.7% |
| 3Y | +28.6% | -100.0% | +128.6% | +37.2% |
| 5Y | +12.5% | -100.0% | +112.5% | +20.3% |
| All | +300.2% | -100.0% | +400.2% | +330.9% |
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