+0.8%
ROL vs ZCMD
-100.0%
+100.8%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.1% | -2.5% |
| 7D | -3.4% | -1.4% | -2.0% | -3.4% |
| 30D | -6.9% | -21.6% | +14.6% | -6.8% |
| 3M | -24.6% | -67.4% | +42.8% | -24.0% |
| 6M | -39.5% | -99.4% | +59.9% | -37.1% |
| YTD | -41.1% | -99.7% | +58.6% | -38.6% |
| 1Y | -37.9% | -99.9% | +62.0% | -35.2% |
| 3Y | +0.8% | -100.0% | +100.8% | -2.7% |
| All | +0.8% | -100.0% | +100.8% | -2.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling