-47.3%
DOCS vs ZCMD
-99.9%
+52.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -3.0% | +9.4% | +6.3% |
| 7D | +1.2% | -13.3% | +14.6% | +1.2% |
| 30D | +21.3% | -49.6% | +70.9% | +21.1% |
| 3M | +58.4% | -54.6% | +113.0% | +58.1% |
| 6M | +39.3% | -99.8% | +139.1% | +45.5% |
| YTD | -21.7% | -99.9% | +78.2% | -17.3% |
| 1Y | -47.3% | -99.9% | +52.6% | -41.0% |
| All | -47.3% | -99.9% | +52.6% | -41.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling