+507.8%
RMBS vs ZCMD
-100.0%
+607.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.0% | -3.1% | +0.8% |
| 7D | +3.5% | -4.1% | +7.6% | +3.5% |
| 30D | -8.6% | -22.7% | +14.1% | -8.3% |
| 3M | -40.3% | -62.5% | +22.2% | -40.9% |
| 6M | -1.0% | -99.5% | +98.5% | +3.2% |
| YTD | -4.6% | -99.7% | +95.1% | +0.7% |
| 1Y | +17.6% | -99.9% | +117.5% | +25.7% |
| 3Y | +58.6% | -100.0% | +158.6% | +77.5% |
| 5Y | +270.9% | -100.0% | +370.9% | +317.4% |
| All | +507.8% | -100.0% | +607.8% | +740.1% |
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