+60.4%
RIG vs ZCMD
-100.0%
+160.4%
-82.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.0% | -4.9% | -1.0% |
| 7D | -8.2% | -4.1% | -4.1% | -8.1% |
| 30D | -0.2% | -22.7% | +22.5% | +0.4% |
| 3M | -2.7% | -62.5% | +59.8% | -5.1% |
| 6M | -7.5% | -99.5% | +92.0% | +5.9% |
| YTD | +38.3% | -99.7% | +138.0% | +64.3% |
| 1Y | +81.8% | -99.9% | +181.7% | +126.7% |
| 3Y | -30.2% | -100.0% | +69.8% | +2.6% |
| 5Y | +59.9% | -100.0% | +159.9% | +134.8% |
| All | +60.4% | -100.0% | +160.4% | +391.1% |
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 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