+147.1%
DRI vs ZCMD
-100.0%
+247.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.6% | +4.2% | -0.4% |
| 7D | -0.3% | -2.9% | +2.6% | -0.3% |
| 30D | +10.8% | -28.5% | +39.3% | +11.0% |
| 3M | +0.9% | -56.5% | +57.5% | +1.2% |
| 6M | +16.3% | -99.7% | +116.0% | +19.6% |
| YTD | +27.8% | -99.9% | +127.6% | +32.6% |
| 1Y | +33.9% | -99.9% | +133.8% | +39.7% |
| 3Y | +67.2% | -100.0% | +167.2% | +84.2% |
| 5Y | +79.0% | -100.0% | +179.0% | +101.4% |
| All | +147.1% | -100.0% | +247.1% | +234.0% |
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