+125.2%
DRI vs ZCMD
-100.0%
+225.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.0% | -5.7% | -1.7% |
| 7D | -4.8% | -4.1% | -0.7% | -4.8% |
| 30D | -3.9% | -22.7% | +18.8% | -3.8% |
| 3M | +5.1% | -62.5% | +67.6% | +4.9% |
| 6M | +5.5% | -99.5% | +105.0% | +8.3% |
| YTD | +16.5% | -99.7% | +116.2% | +20.6% |
| 1Y | +2.0% | -99.9% | +101.9% | +6.9% |
| 3Y | +54.5% | -100.0% | +154.5% | +70.9% |
| 5Y | +66.6% | -100.0% | +166.6% | +84.6% |
| All | +125.2% | -100.0% | +225.2% | +203.8% |
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