-35.4%
RBLX vs ZCMD
-100.0%
+64.6%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +0.8% |
| 7D | +8.1% | -2.0% | +10.2% | +8.1% |
| 30D | +23.9% | -19.8% | +43.7% | +24.1% |
| 3M | +8.1% | -62.1% | +70.2% | +7.1% |
| 6M | -23.7% | -99.5% | +75.8% | -20.0% |
| YTD | -44.6% | -99.7% | +55.1% | -41.2% |
| 1Y | -66.2% | -99.9% | +33.7% | -63.7% |
| 3Y | +54.7% | -100.0% | +154.7% | +80.5% |
| 5Y | -48.9% | -100.0% | +51.1% | -38.9% |
| All | -35.4% | -100.0% | +64.6% | -22.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling