+7.2%
DOV vs ZCMD
-99.9%
+107.1%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -7.1% | +8.0% | +1.0% |
| 7D | -2.0% | -5.4% | +3.4% | -1.9% |
| 30D | -8.9% | -24.8% | +15.9% | -8.6% |
| 3M | -13.3% | -62.8% | +49.5% | -12.9% |
| 6M | -9.7% | -99.5% | +89.9% | -5.9% |
| YTD | -2.5% | -99.8% | +97.3% | +2.2% |
| 1Y | +7.2% | -99.9% | +107.1% | +14.1% |
| All | +7.2% | -99.9% | +107.1% | +14.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling