+114.0%
RBA vs ZCMD
-100.0%
+214.0%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -1.0% |
| 7D | -3.3% | -2.0% | -1.2% | -3.3% |
| 30D | -9.8% | -19.8% | +10.0% | -9.8% |
| 3M | -23.5% | -62.1% | +38.6% | -23.7% |
| 6M | -21.5% | -99.5% | +78.0% | -19.7% |
| YTD | -21.2% | -99.7% | +78.6% | -18.8% |
| 1Y | -30.2% | -99.9% | +69.7% | -27.7% |
| 3Y | +25.3% | -100.0% | +125.3% | +31.7% |
| 5Y | +35.1% | -100.0% | +135.1% | +42.1% |
| All | +114.0% | -100.0% | +214.0% | +140.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ZCMD 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling