+268.0%
RL vs ZCMD
-100.0%
+368.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.3% |
| 7D | -2.2% | -2.0% | -0.2% | -2.2% |
| 30D | -15.3% | -19.8% | +4.5% | -15.2% |
| 3M | -10.3% | -62.1% | +51.7% | -10.6% |
| 6M | -2.2% | -99.5% | +97.2% | +2.1% |
| YTD | -4.3% | -99.7% | +95.4% | +0.7% |
| 1Y | +8.9% | -99.9% | +108.8% | +15.5% |
| 3Y | +201.4% | -100.0% | +301.4% | +224.8% |
| 5Y | +230.6% | -100.0% | +330.6% | +256.5% |
| All | +268.0% | -100.0% | +368.0% | +329.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling