+39.2%
OMC vs ZCMD
-100.0%
+139.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.8% |
| 7D | -5.8% | -1.4% | -4.4% | -5.8% |
| 30D | -4.8% | -21.6% | +16.8% | -4.7% |
| 3M | +9.2% | -67.4% | +76.6% | +8.5% |
| 6M | -2.5% | -99.4% | +96.9% | +0.8% |
| YTD | +2.6% | -99.7% | +102.3% | +7.1% |
| 1Y | +5.9% | -99.9% | +105.8% | +11.6% |
| 3Y | +14.2% | -100.0% | +114.2% | +25.0% |
| 5Y | +33.2% | -100.0% | +133.2% | +45.4% |
| All | +39.2% | -100.0% | +139.2% | +73.6% |
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