+283.9%
RL vs ZCMD
-100.0%
+383.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.7% | +5.8% | +2.1% |
| 7D | -0.8% | -8.0% | +7.2% | -0.7% |
| 30D | -7.8% | -27.9% | +20.1% | -7.5% |
| 3M | -4.0% | -74.6% | +70.6% | -3.8% |
| 6M | -1.9% | -99.5% | +97.6% | +2.3% |
| YTD | -0.2% | -99.7% | +99.6% | +5.1% |
| 1Y | +10.7% | -99.9% | +110.6% | +17.4% |
| 3Y | +210.8% | -100.0% | +310.8% | +235.0% |
| 5Y | +238.2% | -100.0% | +338.2% | +265.2% |
| All | +283.9% | -100.0% | +383.9% | +348.0% |
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