-43.3%
ORCL vs ZCMD
-99.9%
+56.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.6% | +3.6% | -1.0% |
| 7D | +10.4% | -2.9% | +13.3% | +10.4% |
| 30D | -11.2% | -28.5% | +17.2% | -11.1% |
| 3M | -16.8% | -56.5% | +39.8% | -16.7% |
| 6M | -31.5% | -99.7% | +68.2% | -39.2% |
| YTD | -33.9% | -99.9% | +65.9% | -37.8% |
| 1Y | -43.3% | -99.9% | +56.7% | -47.1% |
| All | -43.3% | -99.9% | +56.7% | -47.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling