+705.8%
ONTO vs ZCMD
-100.0%
+805.8%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -3.7% | +9.9% | +6.2% |
| 7D | -1.0% | -8.0% | +7.0% | -0.9% |
| 30D | -2.9% | -27.9% | +25.0% | -2.4% |
| 3M | -2.5% | -74.6% | +72.1% | -2.5% |
| 6M | +28.2% | -99.5% | +127.7% | +37.5% |
| YTD | +69.8% | -99.7% | +169.5% | +85.6% |
| 1Y | +162.9% | -99.9% | +262.8% | +193.0% |
| 3Y | +95.9% | -100.0% | +195.9% | +139.3% |
| 5Y | +244.5% | -100.0% | +344.5% | +323.5% |
| All | +705.8% | -100.0% | +805.8% | +1,271.7% |
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