-54.2%
DOCS vs ZCMD
-100.0%
+45.8%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.8% | -3.8% | -2.0% |
| 7D | -0.8% | -4.4% | +3.6% | -0.8% |
| 30D | +17.4% | -43.0% | +60.4% | +17.6% |
| 3M | +57.4% | -54.9% | +112.2% | +57.6% |
| 6M | +26.5% | -99.8% | +126.3% | +31.4% |
| YTD | -26.6% | -99.9% | +73.3% | -23.5% |
| 1Y | -48.1% | -99.9% | +51.9% | -45.6% |
| 3Y | +52.6% | -100.0% | +152.6% | +64.9% |
| All | -54.2% | -100.0% | +45.8% | -44.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling