+119.2%
ORLY vs ZCMD
-100.0%
+219.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -7.1% | +7.4% | +0.3% |
| 7D | -2.4% | -5.4% | +3.1% | -2.4% |
| 30D | -6.8% | -24.8% | +18.0% | -6.9% |
| 3M | -4.8% | -62.8% | +58.0% | -3.5% |
| 6M | -9.1% | -99.5% | +90.5% | -6.7% |
| YTD | -5.9% | -99.8% | +93.9% | -3.5% |
| 1Y | -20.4% | -99.9% | +79.5% | -18.6% |
| 3Y | +36.6% | -100.0% | +136.6% | +36.7% |
| All | +119.2% | -100.0% | +219.2% | +117.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling