+116.1%
RBA vs ZCMD
-100.0%
+216.1%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.0% | -4.7% | -0.7% |
| 7D | -1.9% | -4.1% | +2.2% | -1.9% |
| 30D | -13.0% | -22.7% | +9.7% | -12.9% |
| 3M | -23.1% | -62.5% | +39.4% | -23.3% |
| 6M | -22.6% | -99.5% | +76.9% | -20.8% |
| YTD | -20.4% | -99.7% | +79.3% | -18.1% |
| 1Y | -29.6% | -99.9% | +70.3% | -27.0% |
| 3Y | +26.6% | -100.0% | +126.5% | +33.0% |
| 5Y | +38.2% | -100.0% | +138.2% | +45.3% |
| All | +116.1% | -100.0% | +216.1% | +142.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling