+79.1%
RPRX vs ZCMD
-100.0%
+179.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.2% | +4.1% | +0.8% |
| 7D | +3.3% | -7.7% | +11.0% | +3.4% |
| 30D | +17.9% | -34.8% | +52.7% | +18.1% |
| 3M | +19.2% | -56.3% | +75.6% | +19.5% |
| 6M | +31.7% | -99.7% | +131.4% | +35.1% |
| YTD | +82.5% | -99.9% | +182.3% | +88.9% |
| 1Y | +78.4% | -99.9% | +178.4% | +85.6% |
| 3Y | +177.0% | -100.0% | +276.9% | +201.1% |
| 5Y | +86.5% | -100.0% | +186.5% | +106.3% |
| All | +79.1% | -100.0% | +179.1% | +103.7% |
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