-18.0%
DOC vs ZCMD
-100.0%
+82.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.7% | +1.9% | -1.8% |
| 7D | -1.5% | -8.0% | +6.5% | -1.4% |
| 30D | -4.8% | -27.9% | +23.1% | -4.6% |
| 3M | +6.9% | -74.6% | +81.5% | +7.1% |
| 6M | +20.7% | -99.5% | +120.2% | +26.6% |
| YTD | +34.1% | -99.7% | +133.9% | +42.2% |
| 1Y | +22.6% | -99.9% | +122.5% | +31.3% |
| 3Y | +20.8% | -100.0% | +120.8% | +32.8% |
| 5Y | -24.9% | -100.0% | +75.1% | -17.2% |
| All | -18.0% | -100.0% | +82.0% | -6.5% |
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