-52.0%
ROKU vs ZCMD
-100.0%
+48.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -7.1% | +7.6% | +0.6% |
| 7D | -0.4% | -5.4% | +5.0% | -0.4% |
| 30D | +2.1% | -24.8% | +26.9% | +2.2% |
| 3M | +29.5% | -62.8% | +92.3% | +28.8% |
| 6M | +53.8% | -99.5% | +153.3% | +61.3% |
| YTD | +42.8% | -99.8% | +142.6% | +51.0% |
| 1Y | +60.7% | -99.9% | +160.6% | +70.9% |
| 3Y | +83.9% | -100.0% | +183.9% | +108.0% |
| All | -52.0% | -100.0% | +48.0% | -46.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling