+58.3%
DLR vs ZCMD
-100.0%
+158.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.0% | -4.2% | -0.2% |
| 7D | +2.9% | -4.1% | +7.0% | +2.9% |
| 30D | -1.2% | -22.7% | +21.6% | -1.2% |
| 3M | +2.9% | -62.5% | +65.4% | +2.7% |
| 6M | +6.7% | -99.5% | +106.1% | +8.1% |
| YTD | +23.9% | -99.7% | +123.6% | +25.8% |
| 1Y | +18.6% | -99.9% | +118.5% | +20.3% |
| All | +58.3% | -100.0% | +158.3% | +49.4% |
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