-7.4%
DPZ vs ZCMD
-100.0%
+92.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.8% | +2.6% | -1.3% |
| 7D | +2.2% | -3.0% | +5.2% | +2.1% |
| 30D | +6.7% | -39.5% | +46.2% | +6.4% |
| 3M | -4.5% | -57.8% | +53.3% | -4.9% |
| 6M | +3.3% | -99.7% | +103.0% | +5.2% |
| YTD | -19.4% | -99.9% | +80.4% | -17.6% |
| 1Y | -17.3% | -99.9% | +82.6% | -15.3% |
| All | -7.4% | -100.0% | +92.6% | -5.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling