+28.8%
ROKU vs ZCMD
-100.0%
+128.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.0% | -5.6% | -1.6% |
| 7D | -3.0% | -4.1% | +1.1% | -3.0% |
| 30D | +0.7% | -22.7% | +23.4% | +1.0% |
| 3M | +26.5% | -62.5% | +89.0% | +24.5% |
| 6M | +52.6% | -99.5% | +152.1% | +68.0% |
| YTD | +40.9% | -99.7% | +140.7% | +59.1% |
| 1Y | +57.6% | -99.9% | +157.5% | +82.8% |
| 3Y | +83.2% | -100.0% | +183.2% | +138.0% |
| 5Y | -54.8% | -100.0% | +45.2% | -40.7% |
| All | +28.8% | -100.0% | +128.8% | +114.4% |
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