+10.5%
ROP vs ZCMD
-100.0%
+110.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | -0.5% |
| 7D | -8.0% | -2.0% | -6.0% | -8.0% |
| 30D | -2.7% | -19.8% | +17.1% | -2.9% |
| 3M | +16.6% | -62.1% | +78.7% | +16.6% |
| 6M | +10.4% | -99.5% | +109.9% | +13.7% |
| YTD | -12.1% | -99.7% | +87.7% | -8.7% |
| 1Y | -23.6% | -99.9% | +76.3% | -20.1% |
| 3Y | -19.3% | -100.0% | +80.7% | -14.2% |
| 5Y | -15.4% | -100.0% | +84.6% | -9.9% |
| All | +10.5% | -100.0% | +110.5% | +28.6% |
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