+62.7%
ROL vs ZCMD
-100.0%
+162.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.2% | +0.1% |
| 7D | +0.8% | +1.4% | -0.6% | +0.7% |
| 30D | +20.6% | -29.9% | +50.4% | +21.0% |
| 3M | +4.5% | -54.9% | +59.3% | +5.1% |
| 6M | -26.5% | -99.7% | +73.1% | -23.1% |
| YTD | -34.8% | -99.9% | +65.0% | -31.4% |
| 1Y | -33.2% | -99.9% | +66.7% | -29.5% |
| 3Y | +4.5% | -100.0% | +104.5% | +11.9% |
| 5Y | +15.5% | -100.0% | +115.5% | +24.1% |
| All | +62.7% | -100.0% | +162.7% | +69.2% |
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