-50.3%
DOCS vs ZCMD
-100.0%
+49.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.7% | +1.0% | -2.7% |
| 7D | -1.4% | -8.0% | +6.6% | -1.4% |
| 30D | +21.8% | -27.9% | +49.7% | +22.0% |
| 3M | +27.3% | -74.6% | +101.9% | +26.9% |
| 6M | -0.3% | -99.5% | +99.1% | +4.0% |
| YTD | -40.5% | -99.7% | +59.3% | -36.8% |
| 1Y | -61.5% | -99.9% | +38.3% | -58.7% |
| 3Y | +8.2% | -100.0% | +108.2% | +24.8% |
| 5Y | -73.4% | -100.0% | +26.6% | -66.7% |
| All | -50.3% | -100.0% | +49.7% | -35.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling