+100.8%
OKE vs ZCMD
-100.0%
+200.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -7.1% | +8.0% | +1.1% |
| 7D | +1.2% | -5.4% | +6.7% | +1.3% |
| 30D | +4.5% | -24.8% | +29.3% | +4.9% |
| 3M | +9.6% | -62.8% | +72.4% | +7.7% |
| 6M | +15.4% | -99.5% | +114.9% | +27.3% |
| YTD | +36.5% | -99.8% | +136.2% | +53.9% |
| 1Y | +39.0% | -99.9% | +138.9% | +62.2% |
| 3Y | +74.3% | -100.0% | +174.3% | +127.8% |
| 5Y | +141.2% | -100.0% | +241.2% | +215.4% |
| All | +100.8% | -100.0% | +200.8% | +327.0% |
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