+242.2%
ORLY vs ZCMD
-100.0%
+342.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.0% | -3.8% | +0.2% |
| 7D | -1.0% | -4.1% | +3.1% | -1.0% |
| 30D | -6.7% | -22.7% | +16.1% | -6.8% |
| 3M | -3.8% | -62.5% | +58.7% | -2.8% |
| 6M | -9.0% | -99.5% | +90.4% | -5.9% |
| YTD | -5.6% | -99.7% | +94.1% | -2.1% |
| 1Y | -19.5% | -99.9% | +80.4% | -16.3% |
| 3Y | +34.7% | -100.0% | +134.7% | +41.1% |
| 5Y | +118.0% | -100.0% | +218.0% | +128.5% |
| All | +242.2% | -100.0% | +342.2% | +276.8% |
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