+59.3%
RIG vs ZCMD
-100.0%
+159.3%
-82.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -7.1% | +5.3% | -1.5% |
| 7D | -3.1% | -5.4% | +2.4% | -2.9% |
| 30D | -0.5% | -24.8% | +24.3% | +0.2% |
| 3M | -6.0% | -62.8% | +56.8% | -8.4% |
| 6M | -10.1% | -99.5% | +89.4% | +3.5% |
| YTD | +37.3% | -99.8% | +137.0% | +63.6% |
| 1Y | +73.9% | -99.9% | +173.8% | +117.7% |
| 3Y | -30.2% | -100.0% | +69.8% | +2.9% |
| 5Y | +62.5% | -100.0% | +162.5% | +139.2% |
| All | +59.3% | -100.0% | +159.3% | +389.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling