-12.0%
URI vs ZCMD
-21.9%
+9.9%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.7% | +5.3% | +1.7% |
| 7D | -2.0% | -8.0% | +6.0% | -1.8% |
| 30D | -12.9% | -27.9% | +14.9% | -12.2% |
| All | -12.0% | -21.9% | +9.9% | -11.6% |
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 1mo: 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…
1mo analysis · Full analysis span regression · Available span rolling