+32.5%
OMC vs ZCMD
-100.0%
+132.4%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.7% | +3.2% | +1.5% |
| 7D | -6.2% | -2.0% | -4.2% | -6.2% |
| 30D | -7.6% | -19.8% | +12.3% | -7.5% |
| 3M | +7.4% | -62.1% | +69.5% | +6.8% |
| 6M | +0.1% | -99.5% | +99.6% | +2.6% |
| YTD | +0.4% | -99.7% | +100.2% | +3.4% |
| 1Y | +7.8% | -99.9% | +107.7% | +11.3% |
| 3Y | +11.8% | -100.0% | +111.8% | +19.3% |
| 5Y | +32.5% | -100.0% | +132.4% | +39.7% |
| All | +32.5% | -100.0% | +132.4% | +39.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling