+64.4%
ROL vs ZCMD
-100.0%
+164.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.2% | +5.8% | +2.6% |
| 7D | +3.0% | -7.7% | +10.7% | +3.1% |
| 30D | +19.8% | -34.8% | +54.6% | +20.2% |
| 3M | +7.9% | -56.3% | +64.2% | +8.6% |
| 6M | -25.6% | -99.7% | +74.0% | -22.1% |
| YTD | -34.1% | -99.9% | +65.7% | -30.6% |
| 1Y | -31.4% | -99.9% | +68.5% | -27.6% |
| 3Y | +4.7% | -100.0% | +104.7% | +12.2% |
| 5Y | +15.6% | -100.0% | +115.6% | +24.2% |
| All | +64.4% | -100.0% | +164.4% | +71.1% |
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 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