+77.9%
RPRX vs ZCMD
-100.0%
+177.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.0% | -4.0% | 0.0% |
| 7D | -4.0% | -4.1% | +0.1% | -4.0% |
| 30D | +4.9% | -22.7% | +27.7% | +4.9% |
| 3M | +9.4% | -62.5% | +71.8% | +9.5% |
| 6M | +33.3% | -99.5% | +132.8% | +34.2% |
| YTD | +59.0% | -99.7% | +158.7% | +60.6% |
| 1Y | +69.2% | -99.9% | +169.1% | +71.7% |
| 3Y | +124.1% | -100.0% | +224.1% | +132.6% |
| 5Y | +77.9% | -100.0% | +177.8% | +81.4% |
| All | +77.9% | -100.0% | +177.8% | +81.4% |
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