+212.8%
RDDT vs ZCMD
-99.9%
+312.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -7.1% | +8.6% | +1.4% |
| 7D | +2.1% | -5.4% | +7.6% | +2.0% |
| 30D | +2.8% | -24.8% | +27.6% | +2.5% |
| 3M | -8.9% | -62.8% | +53.9% | -7.9% |
| 6M | +15.1% | -99.5% | +114.6% | +9.4% |
| YTD | -31.4% | -99.8% | +68.4% | -35.5% |
| 1Y | -39.4% | -99.9% | +60.5% | -44.8% |
| All | +212.8% | -99.9% | +312.7% | +192.6% |
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