+133.3%
DRI vs ZCMD
-100.0%
+233.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.7% | +3.2% | -0.5% |
| 7D | +0.6% | -8.0% | +8.6% | +0.6% |
| 30D | +3.8% | -27.9% | +31.7% | +4.0% |
| 3M | +13.0% | -74.6% | +87.6% | +13.1% |
| 6M | +8.3% | -99.5% | +107.8% | +11.2% |
| YTD | +20.6% | -99.7% | +120.4% | +24.9% |
| 1Y | +6.5% | -99.9% | +106.3% | +11.4% |
| 3Y | +53.7% | -100.0% | +153.7% | +70.1% |
| 5Y | +72.7% | -100.0% | +172.7% | +92.1% |
| All | +133.3% | -100.0% | +233.3% | +214.6% |
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