+299.5%
ON vs ZCMD
-100.0%
+399.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.7% | +4.7% | +1.1% |
| 7D | +2.4% | -8.0% | +10.4% | +2.7% |
| 30D | -3.3% | -27.9% | +24.6% | -2.5% |
| 3M | -43.6% | -74.6% | +31.0% | -44.1% |
| 6M | +19.0% | -99.5% | +118.4% | +28.2% |
| YTD | +37.4% | -99.7% | +137.1% | +51.4% |
| 1Y | +54.8% | -99.9% | +154.7% | +74.6% |
| 3Y | -25.2% | -100.0% | +74.8% | -6.1% |
| 5Y | +62.7% | -100.0% | +162.7% | +105.3% |
| All | +299.5% | -100.0% | +399.5% | +587.5% |
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