-8.6%
ONON vs ZCMD
-100.0%
+91.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -7.1% | +9.2% | +2.1% |
| 7D | -2.1% | -5.4% | +3.4% | -2.1% |
| 30D | -11.6% | -24.8% | +13.2% | -11.6% |
| 3M | -30.1% | -62.8% | +32.7% | -29.5% |
| 6M | -30.5% | -99.5% | +69.0% | -30.6% |
| YTD | -41.0% | -99.8% | +58.7% | -41.4% |
| 1Y | -36.7% | -99.9% | +63.2% | -37.9% |
| 3Y | -8.6% | -100.0% | +91.4% | -14.0% |
| All | -8.6% | -100.0% | +91.4% | -14.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling