+65.9%
DRI vs ZCMD
-100.0%
+165.9%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.6% | +4.2% | -0.5% |
| 7D | -0.3% | -2.9% | +2.6% | -0.3% |
| 30D | +10.8% | -28.5% | +39.3% | +10.7% |
| 3M | +0.9% | -56.5% | +57.5% | +0.7% |
| 6M | +16.3% | -99.7% | +116.0% | +14.9% |
| YTD | +27.8% | -99.9% | +127.6% | +25.9% |
| 1Y | +33.9% | -99.9% | +133.8% | +31.8% |
| All | +65.9% | -100.0% | +165.9% | +61.2% |
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