-45.7%
RDDT vs ZCMD
-99.9%
+54.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -3.0% | +9.0% | +5.9% |
| 7D | -24.4% | -13.3% | -11.0% | -24.5% |
| 30D | -32.3% | -49.6% | +17.4% | -32.8% |
| 3M | -36.3% | -54.6% | +18.3% | -36.7% |
| 6M | -39.7% | -99.8% | +60.0% | -36.7% |
| YTD | -55.7% | -99.9% | +44.2% | -51.9% |
| 1Y | -45.7% | -99.9% | +54.2% | -38.1% |
| All | -45.7% | -99.9% | +54.2% | -38.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling