+4.1%
RRX vs ZCMD
-100.0%
+104.1%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.2% | -1.9% |
| 7D | -3.7% | -2.0% | -1.7% | -3.7% |
| 30D | -9.3% | -19.8% | +10.5% | -9.2% |
| 3M | -21.8% | -62.1% | +40.3% | -21.9% |
| 6M | -22.0% | -99.5% | +77.5% | -20.7% |
| YTD | +11.9% | -99.7% | +111.7% | +14.2% |
| 1Y | +11.6% | -99.9% | +111.5% | +15.0% |
| All | +4.1% | -100.0% | +104.1% | -0.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling