+75.8%
DLR vs ZCMD
-100.0%
+175.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -7.1% | +8.8% | +1.7% |
| 7D | +0.1% | -5.4% | +5.5% | +0.1% |
| 30D | -4.3% | -24.8% | +20.5% | -4.3% |
| 3M | +3.8% | -62.8% | +66.6% | +3.5% |
| 6M | +5.8% | -99.5% | +105.4% | +7.2% |
| YTD | +23.5% | -99.8% | +123.3% | +25.4% |
| 1Y | +11.1% | -99.9% | +111.0% | +12.8% |
| 3Y | +57.9% | -100.0% | +157.9% | +60.0% |
| 5Y | +44.0% | -100.0% | +144.0% | +46.1% |
| All | +75.8% | -100.0% | +175.8% | +75.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling