-53.3%
DOCS vs ZCMD
-100.0%
+46.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.4% | -3.9% | -4.3% |
| 7D | -1.3% | -12.9% | +11.6% | -1.3% |
| 30D | +19.4% | -45.3% | +64.7% | +19.6% |
| 3M | +53.4% | -59.4% | +112.8% | +53.7% |
| 6M | +28.8% | -99.8% | +128.5% | +33.6% |
| YTD | -25.1% | -99.9% | +74.8% | -21.9% |
| 1Y | -48.1% | -99.9% | +51.8% | -45.7% |
| 3Y | +51.4% | -100.0% | +151.4% | +63.6% |
| All | -53.3% | -100.0% | +46.7% | -43.6% |
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