-37.4%
DOCS vs ZCMD
-100.0%
+62.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.6% | +4.6% | 0.0% |
| 7D | +0.1% | -2.9% | +3.0% | +0.1% |
| 30D | +8.7% | -28.5% | +37.1% | +8.9% |
| 3M | +32.9% | -56.5% | +89.4% | +33.3% |
| 6M | +25.5% | -99.7% | +125.2% | +31.2% |
| YTD | -25.0% | -99.9% | +74.8% | -20.2% |
| 1Y | -34.9% | -99.9% | +65.1% | -30.3% |
| 3Y | +39.3% | -100.0% | +139.3% | +59.9% |
| 5Y | -54.8% | -100.0% | +45.2% | -39.8% |
| All | -37.4% | -100.0% | +62.6% | -18.3% |
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