-100.0%
ZCMD vs DAR
-31.4%
-68.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.1% | -3.7% | +0.4% |
| 7D | +1.4% | +3.6% | -2.2% | +0.7% |
| 30D | -29.9% | -11.3% | -18.6% | -28.4% |
| 3M | -54.9% | -13.1% | -41.7% | -54.0% |
| 6M | -99.7% | -15.1% | -84.6% | -99.6% |
| YTD | -99.9% | +50.5% | -150.4% | -99.9% |
| 1Y | -99.9% | +57.9% | -157.8% | -99.9% |
| 3Y | -100.0% | +28.9% | -128.9% | -100.0% |
| 5Y | -100.0% | -31.4% | -68.6% | -100.0% |
| All | -100.0% | -31.4% | -68.6% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling