+27.4%
RBA vs ZCMD
-100.0%
+127.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -2.0% |
| 7D | -1.1% | -1.4% | +0.3% | -1.1% |
| 30D | -13.2% | -21.6% | +8.4% | -13.2% |
| 3M | -21.4% | -67.4% | +46.0% | -21.4% |
| 6M | -20.9% | -99.4% | +78.6% | -19.5% |
| YTD | -19.9% | -99.7% | +79.9% | -18.0% |
| 1Y | -28.7% | -99.9% | +71.2% | -26.6% |
| 3Y | +27.4% | -100.0% | +127.4% | +25.5% |
| All | +27.4% | -100.0% | +127.4% | +25.5% |
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