+308.9%
ON vs ZCMD
-100.0%
+408.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -7.1% | +15.6% | +8.7% |
| 7D | +2.4% | -5.4% | +7.8% | +2.5% |
| 30D | -8.6% | -24.8% | +16.2% | -8.0% |
| 3M | -34.3% | -62.8% | +28.5% | -35.9% |
| 6M | +28.5% | -99.5% | +128.1% | +39.2% |
| YTD | +40.6% | -99.8% | +140.4% | +55.2% |
| 1Y | +55.3% | -99.9% | +155.2% | +76.3% |
| 3Y | -22.2% | -100.0% | +77.8% | -2.3% |
| 5Y | +62.4% | -100.0% | +162.4% | +103.7% |
| All | +308.9% | -100.0% | +408.9% | +604.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling