+64.8%
RPRX vs ZCMD
-100.0%
+164.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.7% | +3.9% | +0.1% |
| 7D | +5.1% | -8.0% | +13.1% | +5.1% |
| 30D | +11.2% | -27.9% | +39.1% | +11.3% |
| 3M | +16.7% | -74.6% | +91.3% | +16.8% |
| 6M | +36.0% | -99.5% | +135.4% | +39.2% |
| YTD | +67.8% | -99.7% | +167.5% | +73.3% |
| 1Y | +76.7% | -99.9% | +176.6% | +84.2% |
| 3Y | +128.1% | -100.0% | +228.1% | +149.2% |
| 5Y | +82.9% | -100.0% | +182.9% | +100.7% |
| All | +64.8% | -100.0% | +164.8% | +87.0% |
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