-0.9%
DPZ vs ZCMD
-100.0%
+99.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.8% | -3.9% | -2.1% |
| 7D | +6.6% | -4.4% | +11.0% | +6.5% |
| 30D | +10.3% | -43.0% | +53.3% | +10.2% |
| 3M | -6.2% | -54.9% | +48.7% | -6.3% |
| 6M | +4.2% | -99.8% | +104.0% | +8.4% |
| YTD | -18.4% | -99.9% | +81.5% | -14.7% |
| 1Y | -14.9% | -99.9% | +85.0% | -10.7% |
| 3Y | -4.6% | -100.0% | +95.4% | +3.3% |
| 5Y | -27.4% | -100.0% | +72.6% | -20.7% |
| All | -0.9% | -100.0% | +99.1% | +19.7% |
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