+50.0%
ONTO vs ZCMD
-100.0%
+150.0%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.2% | +0.3% | -2.8% |
| 7D | +17.5% | -7.7% | +25.2% | +17.6% |
| 30D | -15.7% | -34.8% | +19.1% | -15.2% |
| 3M | -39.7% | -56.3% | +16.6% | -39.2% |
| 6M | -26.5% | -99.7% | +73.2% | -23.8% |
| YTD | +29.0% | -99.9% | +128.9% | +34.2% |
| 1Y | +57.0% | -99.9% | +156.9% | +63.6% |
| 3Y | +50.0% | -100.0% | +150.0% | +61.6% |
| All | +50.0% | -100.0% | +150.0% | +61.6% |
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 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