-16.2%
DPZ vs ZCMD
-99.9%
+83.7%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | 0.0% |
| 7D | +3.7% | +9.1% | -5.4% | +3.8% |
| 30D | +8.0% | -37.1% | +45.1% | +7.5% |
| 3M | -4.2% | -53.7% | +49.5% | -4.8% |
| 6M | +4.6% | -99.7% | +104.2% | +7.8% |
| YTD | -18.4% | -99.9% | +81.4% | -14.3% |
| All | -16.2% | -99.9% | +83.7% | -10.2% |
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 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