-100.0%
ZCMD vs DAR
-8.0%
-92.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.6% | +3.4% | +3.9% |
| 7D | -4.1% | -0.2% | -4.0% | -4.1% |
| 30D | -22.7% | +7.4% | -30.2% | -24.0% |
| 3M | -62.5% | +15.7% | -78.2% | -63.2% |
| 6M | -99.5% | +30.0% | -129.5% | -99.5% |
| YTD | -99.7% | +87.5% | -187.3% | -99.8% |
| 1Y | -99.9% | +113.4% | -213.3% | -99.9% |
| 3Y | -100.0% | +15.3% | -115.3% | -100.0% |
| 5Y | -100.0% | -4.3% | -95.7% | -100.0% |
| All | -100.0% | -8.0% | -92.0% | -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