-19.3%
DOC vs ZCMD
-100.0%
+80.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.1% | -0.2% |
| 7D | +6.2% | -12.9% | +19.1% | +6.3% |
| 30D | +6.5% | -45.2% | +51.7% | +6.7% |
| 3M | -6.2% | -59.4% | +53.2% | -5.9% |
| 6M | +25.6% | -99.8% | +125.4% | +32.7% |
| YTD | +32.1% | -99.9% | +131.9% | +40.3% |
| 1Y | +20.3% | -99.9% | +120.2% | +28.5% |
| 3Y | +42.7% | -100.0% | +142.7% | +56.8% |
| 5Y | -22.2% | -100.0% | +77.8% | -13.7% |
| All | -19.3% | -100.0% | +80.7% | -7.8% |
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