+506.7%
OVV vs ZCMD
-100.0%
+606.7%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.7% | +2.0% | -1.6% |
| 7D | +0.3% | -8.0% | +8.3% | +0.5% |
| 30D | +11.7% | -27.9% | +39.6% | +12.6% |
| 3M | +9.8% | -74.6% | +84.4% | +8.7% |
| 6M | +26.6% | -99.5% | +126.0% | +42.1% |
| YTD | +67.0% | -99.7% | +166.8% | +94.9% |
| 1Y | +55.9% | -99.9% | +155.8% | +89.1% |
| 3Y | +45.5% | -100.0% | +145.5% | +109.1% |
| 5Y | +157.3% | -100.0% | +257.3% | +273.5% |
| All | +506.7% | -100.0% | +606.7% | +2,958.2% |
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