+51.3%
RPRX vs ZCMD
-100.0%
+151.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.7% | -1.3% | -3.0% |
| 7D | -8.0% | -2.0% | -6.0% | -8.0% |
| 30D | +2.1% | -19.8% | +21.9% | +2.1% |
| 3M | +8.2% | -62.1% | +70.3% | +8.0% |
| 6M | +28.9% | -99.5% | +128.4% | +32.1% |
| YTD | +54.1% | -99.7% | +153.9% | +59.2% |
| 1Y | +65.5% | -99.9% | +165.4% | +72.7% |
| 3Y | +117.3% | -100.0% | +217.3% | +137.3% |
| 5Y | +71.6% | -100.0% | +171.6% | +87.8% |
| All | +51.3% | -100.0% | +151.3% | +71.7% |
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