+9.5%
RL vs ZCMD
-99.9%
+109.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +4.0% | -7.4% | -3.4% |
| 7D | -0.3% | -4.1% | +3.9% | -0.2% |
| 30D | -17.5% | -22.7% | +5.2% | -17.3% |
| 3M | -14.0% | -62.5% | +48.5% | -13.5% |
| 6M | -2.0% | -99.5% | +97.5% | +7.2% |
| YTD | -4.6% | -99.7% | +95.1% | +7.7% |
| 1Y | +9.5% | -99.9% | +109.4% | +29.2% |
| All | +9.5% | -99.9% | +109.4% | +29.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling