+46.1%
ROL vs ZCMD
-100.0%
+146.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -7.1% | +7.6% | +0.6% |
| 7D | -3.2% | -5.4% | +2.3% | -3.1% |
| 30D | -4.9% | -24.8% | +19.9% | -4.7% |
| 3M | -25.8% | -62.8% | +37.0% | -25.6% |
| 6M | -37.6% | -99.5% | +62.0% | -34.8% |
| YTD | -41.5% | -99.8% | +58.3% | -38.6% |
| 1Y | -39.5% | -99.9% | +60.4% | -36.2% |
| 3Y | +0.1% | -100.0% | +100.1% | +7.1% |
| 5Y | -4.6% | -100.0% | +95.4% | +1.9% |
| All | +46.1% | -100.0% | +146.1% | +51.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling