+0.5%
DPZ vs ZCMD
-100.0%
+100.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.7% | +2.0% | -1.7% |
| 7D | -2.5% | -8.0% | +5.5% | -2.6% |
| 30D | -7.0% | -27.9% | +20.9% | -7.0% |
| 3M | +11.6% | -74.6% | +86.2% | +12.0% |
| 6M | -15.2% | -99.5% | +84.3% | -12.1% |
| YTD | -17.2% | -99.7% | +82.5% | -13.5% |
| 1Y | -24.8% | -99.9% | +75.0% | -20.8% |
| 3Y | -8.7% | -100.0% | +91.3% | -0.6% |
| 5Y | -28.9% | -100.0% | +71.1% | -22.5% |
| All | +0.5% | -100.0% | +100.5% | +21.5% |
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