-100.0%
ZCMD vs URA
+284.1%
-384.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.6% | -1.6% | -2.9% |
| 7D | -7.7% | -1.5% | -6.1% | -7.4% |
| 30D | -34.8% | -10.4% | -24.4% | -33.2% |
| 3M | -56.3% | -29.6% | -26.7% | -53.1% |
| 6M | -99.7% | -40.3% | -59.4% | -99.6% |
| YTD | -99.9% | -25.5% | -74.4% | -99.9% |
| 1Y | -99.9% | -26.4% | -73.5% | -99.9% |
| 3Y | -100.0% | +31.4% | -131.4% | -100.0% |
| 5Y | -100.0% | +28.6% | -128.6% | -100.0% |
| All | -100.0% | +284.1% | -384.1% | -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