+1.3%
DPZ vs ZCMD
-100.0%
+101.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.2% | +5.8% | +2.5% |
| 7D | +2.2% | -7.7% | +9.9% | +2.2% |
| 30D | +15.5% | -34.8% | +50.3% | +15.4% |
| 3M | -2.0% | -56.3% | +54.3% | -2.1% |
| 6M | +12.1% | -99.7% | +111.8% | +16.1% |
| YTD | -16.6% | -99.9% | +83.3% | -12.9% |
| 1Y | -14.6% | -99.9% | +85.3% | -10.4% |
| 3Y | -4.1% | -100.0% | +95.8% | +3.7% |
| 5Y | -28.3% | -100.0% | +71.7% | -21.7% |
| All | +1.3% | -100.0% | +101.3% | +22.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling