+33.5%
DLTR vs ZCMD
-100.0%
+133.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +4.0% | -8.6% | -4.5% |
| 7D | -10.2% | -4.1% | -6.1% | -10.3% |
| 30D | -8.5% | -22.7% | +14.2% | -8.7% |
| 3M | +5.6% | -62.5% | +68.1% | +7.4% |
| 6M | +2.2% | -99.5% | +101.6% | -1.1% |
| YTD | -3.8% | -99.7% | +96.0% | -7.0% |
| 1Y | +22.9% | -99.9% | +122.8% | +18.3% |
| 3Y | +2.0% | -100.0% | +102.0% | -1.0% |
| 5Y | +29.8% | -100.0% | +129.8% | +25.8% |
| All | +33.5% | -100.0% | +133.5% | +33.2% |
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