+111.7%
RIOT vs ZCMD
-100.0%
+211.7%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -7.1% | +9.5% | +2.7% |
| 7D | -1.5% | -5.4% | +3.9% | -1.4% |
| 30D | +5.7% | -24.8% | +30.4% | +6.4% |
| 3M | -17.9% | -62.8% | +44.9% | -19.2% |
| 6M | +45.0% | -99.5% | +144.5% | +49.8% |
| YTD | +69.5% | -99.8% | +169.2% | +76.6% |
| 1Y | +37.2% | -99.9% | +137.1% | +43.4% |
| 3Y | +111.7% | -100.0% | +211.7% | +150.0% |
| All | +111.7% | -100.0% | +211.7% | +150.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling