+76.7%
DLR vs ZCMD
-100.0%
+176.7%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.6% |
| 7D | +3.4% | -1.4% | +4.8% | +3.4% |
| 30D | -2.2% | -21.6% | +19.4% | -2.2% |
| 3M | +4.7% | -67.4% | +72.1% | +4.5% |
| 6M | +9.0% | -99.4% | +108.4% | +10.3% |
| YTD | +24.1% | -99.7% | +123.9% | +26.0% |
| 1Y | +20.9% | -99.9% | +120.8% | +22.8% |
| 3Y | +60.0% | -100.0% | +160.0% | +62.2% |
| 5Y | +35.3% | -100.0% | +135.3% | +37.3% |
| All | +76.7% | -100.0% | +176.7% | +76.4% |
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 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