+148.0%
DRI vs ZCMD
-100.0%
+248.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.2% | +3.6% | +0.4% |
| 7D | +1.1% | -7.7% | +8.7% | +1.1% |
| 30D | +9.7% | -34.8% | +44.5% | +9.9% |
| 3M | +3.2% | -56.3% | +59.5% | +3.5% |
| 6M | +20.6% | -99.7% | +120.2% | +24.1% |
| YTD | +28.3% | -99.9% | +128.1% | +33.1% |
| 1Y | +34.5% | -99.9% | +134.4% | +40.4% |
| 3Y | +66.5% | -100.0% | +166.5% | +83.2% |
| 5Y | +79.6% | -100.0% | +179.6% | +102.1% |
| All | +148.0% | -100.0% | +248.0% | +235.3% |
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