-100.0%
ZCMD vs DAR
+14.9%
-114.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.9% | -3.4% | -1.3% |
| 7D | -1.4% | -0.9% | -0.5% | -1.1% |
| 30D | -21.6% | +13.0% | -34.5% | -24.8% |
| 3M | -67.4% | +15.0% | -82.4% | -68.2% |
| 6M | -99.4% | +26.8% | -126.3% | -99.5% |
| YTD | -99.7% | +86.4% | -186.2% | -99.8% |
| 1Y | -99.9% | +115.1% | -215.0% | -99.9% |
| 3Y | -100.0% | +14.6% | -114.6% | -100.0% |
| All | -100.0% | +14.9% | -114.8% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling