+93.5%
DOV vs ZCMD
-100.0%
+193.5%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.4% | +1.0% |
| 7D | +2.5% | -1.4% | +3.9% | +2.5% |
| 30D | -7.5% | -21.6% | +14.1% | -7.3% |
| 3M | -9.7% | -67.4% | +57.7% | -9.8% |
| 6M | -6.1% | -99.4% | +93.4% | -2.4% |
| YTD | +0.5% | -99.7% | +100.2% | +5.5% |
| 1Y | +10.5% | -99.9% | +110.4% | +17.3% |
| 3Y | +41.7% | -100.0% | +141.7% | +56.9% |
| 5Y | +18.4% | -100.0% | +118.4% | +31.1% |
| All | +93.5% | -100.0% | +193.5% | +147.0% |
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