+64.9%
RBA vs ZCMD
-100.0%
+164.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.8% | +4.2% | +0.4% |
| 7D | +3.2% | -3.0% | +6.2% | +3.2% |
| 30D | +12.0% | -39.5% | +51.5% | +12.0% |
| 3M | +2.9% | -57.8% | +60.7% | +2.9% |
| 6M | -6.3% | -99.7% | +93.4% | -4.5% |
| YTD | -5.9% | -99.9% | +94.0% | -3.6% |
| 1Y | -3.9% | -99.9% | +96.0% | -1.3% |
| 3Y | +64.9% | -100.0% | +164.9% | +67.5% |
| All | +64.9% | -100.0% | +164.9% | +67.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling