+2.2%
ROP vs ZCMD
-100.0%
+102.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.2% | +3.7% | +0.4% |
| 7D | +0.7% | -7.7% | +8.4% | +0.6% |
| 30D | +28.8% | -34.8% | +63.6% | +28.3% |
| 3M | +21.1% | -56.3% | +77.4% | +20.2% |
| 6M | +52.5% | -99.7% | +152.2% | +55.0% |
| YTD | +8.9% | -99.9% | +108.7% | +11.6% |
| 1Y | +8.2% | -99.9% | +108.1% | +11.2% |
| 3Y | -5.2% | -100.0% | +94.8% | -2.1% |
| All | +2.2% | -100.0% | +102.2% | +5.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling