+158.7%
ORCL vs ZCMD
-100.0%
+258.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.6% | +0.6% | +3.2% |
| 7D | +0.5% | +9.1% | -8.6% | +0.5% |
| 30D | -15.3% | -37.1% | +21.8% | -15.3% |
| 3M | -18.2% | -53.7% | +35.5% | -18.3% |
| 6M | -38.4% | -99.7% | +61.2% | -41.2% |
| YTD | -37.7% | -99.9% | +62.1% | -40.6% |
| 1Y | -49.3% | -99.9% | +50.6% | -51.7% |
| 3Y | +10.6% | -100.0% | +110.6% | +3.7% |
| 5Y | +35.5% | -100.0% | +135.5% | +26.7% |
| All | +158.7% | -100.0% | +258.7% | +148.0% |
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 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