-100.0%
ZCMD vs URA
+455.6%
-555.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.8% | -4.5% | -3.9% |
| 7D | -8.0% | +1.1% | -9.1% | -8.2% |
| 30D | -27.9% | +7.4% | -35.3% | -29.2% |
| 3M | -74.6% | -8.4% | -66.2% | -74.3% |
| 6M | -99.5% | -12.7% | -86.7% | -99.4% |
| YTD | -99.7% | +7.8% | -107.5% | -99.7% |
| 1Y | -99.9% | +19.5% | -119.3% | -99.9% |
| 3Y | -100.0% | +116.4% | -216.4% | -100.0% |
| 5Y | -100.0% | +134.3% | -234.3% | -100.0% |
| All | -100.0% | +455.6% | -555.6% | -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