+15.8%
ROP vs ZCMD
-100.0%
+115.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.7% | +0.2% | -3.6% |
| 7D | -4.4% | -8.0% | +3.6% | -4.5% |
| 30D | +3.2% | -27.9% | +31.1% | +3.0% |
| 3M | +23.1% | -74.6% | +97.6% | +23.3% |
| 6M | +13.3% | -99.5% | +112.8% | +16.5% |
| YTD | -7.9% | -99.7% | +91.9% | -4.3% |
| 1Y | -22.1% | -99.9% | +77.8% | -18.5% |
| 3Y | -16.8% | -100.0% | +83.2% | -11.5% |
| 5Y | -13.5% | -100.0% | +86.5% | -7.9% |
| All | +15.8% | -100.0% | +115.8% | +34.8% |
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