-37.8%
ROL vs ZCMD
-99.9%
+62.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.0% | -5.2% | -1.2% |
| 7D | -3.3% | -4.1% | +0.9% | -3.2% |
| 30D | -7.2% | -22.7% | +15.5% | -7.0% |
| 3M | -27.0% | -62.5% | +35.5% | -26.0% |
| 6M | -39.5% | -99.5% | +60.0% | -32.6% |
| YTD | -41.8% | -99.7% | +57.9% | -33.8% |
| All | -37.8% | -99.9% | +62.1% | -24.1% |
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 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