+210.9%
RL vs ZCMD
-100.0%
+310.9%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.7% | -1.1% |
| 7D | +1.9% | -1.4% | +3.3% | +1.9% |
| 30D | -12.2% | -21.6% | +9.4% | -12.1% |
| 3M | -6.6% | -67.4% | +60.7% | -6.5% |
| 6M | +3.2% | -99.4% | +102.6% | +7.1% |
| YTD | -1.3% | -99.7% | +98.5% | +3.3% |
| 1Y | +13.6% | -99.9% | +113.5% | +19.4% |
| 3Y | +210.9% | -100.0% | +310.9% | +202.9% |
| All | +210.9% | -100.0% | +310.9% | +202.9% |
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