-100.0%
ZCMD vs DAR
+102.6%
-202.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.1% | -4.4% | -3.4% |
| 7D | -7.7% | +11.6% | -19.2% | -9.6% |
| 30D | -34.8% | -10.2% | -24.5% | -33.5% |
| 3M | -56.3% | -14.8% | -41.5% | -55.3% |
| 6M | -99.7% | -10.1% | -89.6% | -99.7% |
| YTD | -99.9% | +55.5% | -155.4% | -99.9% |
| 1Y | -99.9% | +61.7% | -161.6% | -99.9% |
| 3Y | -100.0% | +37.2% | -137.2% | -100.0% |
| 5Y | -100.0% | -26.9% | -73.1% | -100.0% |
| All | -100.0% | +102.6% | -202.6% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 10y: compounded portfolio wealth divided by compounded DAR 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…
10y analysis · Full analysis span regression · 6 months rolling