+1.9%
DLTR vs ZCMD
-100.0%
+101.9%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -7.1% | +6.7% | -0.5% |
| 7D | -10.1% | -5.4% | -4.7% | -10.2% |
| 30D | -8.1% | -24.8% | +16.7% | -8.4% |
| 3M | +2.9% | -62.8% | +65.6% | +4.9% |
| 6M | +4.3% | -99.5% | +103.9% | -0.8% |
| YTD | -3.9% | -99.8% | +95.8% | -8.9% |
| 1Y | +18.9% | -99.9% | +118.8% | +11.8% |
| 3Y | +1.9% | -100.0% | +101.9% | -3.3% |
| All | +1.9% | -100.0% | +101.9% | -3.3% |
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