+1,651.6%
RIOT vs ZCMD
-100.0%
+1,751.6%
-95.8%
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% | -1.1% |
| 7D | +18.4% | -4.1% | +22.6% | +18.7% |
| 30D | +13.8% | -22.7% | +36.5% | +15.0% |
| 3M | -12.7% | -62.5% | +49.7% | -16.0% |
| 6M | +50.1% | -99.5% | +149.6% | +76.2% |
| YTD | +74.2% | -99.7% | +173.9% | +115.3% |
| 1Y | +45.1% | -99.9% | +145.0% | +89.1% |
| 3Y | +101.6% | -100.0% | +201.5% | +225.9% |
| 5Y | -29.6% | -100.0% | +70.4% | +15.0% |
| All | +1,651.6% | -100.0% | +1,751.6% | +3,239.8% |
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