+332.0%
RL vs ZCMD
-100.0%
+432.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.4% | -2.8% | -1.4% |
| 7D | -4.4% | +1.4% | -5.7% | -4.4% |
| 30D | +5.6% | -29.8% | +35.4% | +5.9% |
| 3M | -0.6% | -54.9% | +54.2% | 0.0% |
| 6M | +15.5% | -99.7% | +115.1% | +21.0% |
| YTD | +12.3% | -99.9% | +112.2% | +18.9% |
| 1Y | +19.3% | -99.9% | +119.2% | +26.8% |
| 3Y | +255.5% | -100.0% | +355.5% | +284.1% |
| 5Y | +247.1% | -100.0% | +347.0% | +277.4% |
| All | +332.0% | -100.0% | +432.0% | +406.5% |
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