+33.4%
URI vs ZCMD
-99.9%
+133.3%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.6% | +3.6% | -1.0% |
| 7D | +9.3% | -2.9% | +12.2% | +9.3% |
| 30D | +7.6% | -28.5% | +36.1% | +7.6% |
| 3M | +1.0% | -56.5% | +57.6% | +1.0% |
| 6M | +19.8% | -99.7% | +119.5% | +19.6% |
| YTD | +41.9% | -99.9% | +141.7% | +41.6% |
| 1Y | +33.4% | -99.9% | +133.3% | +36.6% |
| All | +33.4% | -99.9% | +133.3% | +36.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling