+70.5%
DOCN vs ZCMD
-100.0%
+170.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.8% | +0.7% | +2.5% |
| 7D | -19.2% | -4.4% | -14.8% | -19.1% |
| 30D | -43.1% | -43.0% | -0.1% | -42.6% |
| 3M | -40.7% | -54.9% | +14.2% | -40.1% |
| 6M | -55.0% | -99.8% | +44.8% | -56.3% |
| YTD | +50.6% | -99.9% | +150.5% | +45.7% |
| 1Y | +54.0% | -99.9% | +153.9% | +48.8% |
| 3Y | +203.9% | -100.0% | +303.9% | +204.8% |
| 5Y | -29.4% | -100.0% | +70.6% | -24.3% |
| All | +70.5% | -100.0% | +170.5% | +81.0% |
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