-100.0%
ZCMD vs URA
+299.9%
-399.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.5% | -3.8% | -1.9% |
| 7D | -3.0% | +0.3% | -3.3% | -3.1% |
| 30D | -39.5% | -14.8% | -24.7% | -37.5% |
| 3M | -57.8% | -25.3% | -32.5% | -55.3% |
| 6M | -99.7% | -39.9% | -59.7% | -99.6% |
| YTD | -99.9% | -22.4% | -77.4% | -99.8% |
| 1Y | -99.9% | -29.0% | -70.9% | -99.9% |
| 3Y | -100.0% | +41.0% | -141.0% | -100.0% |
| 5Y | -100.0% | +38.3% | -138.3% | -100.0% |
| All | -100.0% | +299.9% | -399.9% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 all: compounded portfolio wealth divided by compounded URA 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…
all analysis · Full analysis span regression · 6 months rolling