+17.8%
DOV vs ZCMD
-100.0%
+117.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -8.7% |
| 3M | -13.3% | -62.8% | +49.5% | -13.2% |
| 6M | -9.7% | -99.5% | +89.9% | -7.9% |
| YTD | -2.5% | -99.8% | +97.3% | -0.3% |
| 1Y | +7.2% | -99.9% | +107.1% | +10.0% |
| 3Y | +39.4% | -100.0% | +139.4% | +44.6% |
| All | +17.8% | -100.0% | +117.8% | +21.2% |
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