-52.9%
DOCS vs ZCMD
-100.0%
+47.1%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.2% | +3.6% | +0.4% |
| 7D | +2.6% | -7.7% | +10.2% | +2.6% |
| 30D | +11.4% | -34.8% | +46.2% | +11.6% |
| 3M | +25.4% | -56.3% | +81.7% | +25.6% |
| 6M | +42.5% | -99.7% | +142.2% | +46.9% |
| YTD | -24.7% | -99.9% | +75.2% | -21.4% |
| 1Y | -32.9% | -99.9% | +67.0% | -29.8% |
| 3Y | +39.6% | -100.0% | +139.6% | +50.9% |
| All | -52.9% | -100.0% | +47.1% | -40.5% |
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