+141.7%
RNG vs ZCMD
-99.9%
+241.6%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.8% | -0.1% | -4.0% |
| 7D | +5.8% | -8.0% | +13.8% | +5.6% |
| 30D | +19.6% | -27.9% | +47.5% | +18.8% |
| 3M | +67.0% | -74.6% | +141.6% | +68.8% |
| 6M | +88.4% | -99.5% | +187.8% | +100.3% |
| YTD | +155.5% | -99.7% | +255.2% | +179.4% |
| 1Y | +141.7% | -99.9% | +241.6% | +160.3% |
| All | +141.7% | -99.9% | +241.6% | +160.3% |
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