+249.7%
ORCL vs ZCMD
-100.0%
+349.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.8% | +2.4% |
| 7D | +15.0% | -1.4% | +16.4% | +15.0% |
| 30D | +10.5% | -21.6% | +32.1% | +10.5% |
| 3M | -23.0% | -67.4% | +44.4% | -22.9% |
| 6M | +7.0% | -99.4% | +106.4% | +2.2% |
| YTD | -15.8% | -99.7% | +83.9% | -19.6% |
| 1Y | -31.1% | -99.9% | +68.8% | -34.6% |
| 3Y | +33.3% | -100.0% | +133.3% | +25.0% |
| 5Y | +94.3% | -100.0% | +194.3% | +82.0% |
| All | +249.7% | -100.0% | +349.7% | +235.5% |
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 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