+57.1%
DRI vs ZCMD
-100.0%
+157.1%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.4% | -1.8% |
| 7D | -1.2% | -1.4% | +0.2% | -1.2% |
| 30D | -0.4% | -21.6% | +21.2% | -0.4% |
| 3M | +9.5% | -67.4% | +76.9% | +9.9% |
| 6M | +6.5% | -99.4% | +105.9% | +5.3% |
| YTD | +18.4% | -99.7% | +118.2% | +16.9% |
| 1Y | +4.2% | -99.9% | +104.1% | +2.7% |
| 3Y | +57.1% | -100.0% | +157.1% | +52.7% |
| All | +57.1% | -100.0% | +157.1% | +52.7% |
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 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