+18.1%
RRX vs ZCMD
-100.0%
+118.1%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -7.1% | +10.8% | +3.7% |
| 7D | -0.3% | -5.4% | +5.1% | -0.3% |
| 30D | -6.1% | -24.8% | +18.6% | -6.0% |
| 3M | -23.1% | -62.8% | +39.7% | -23.2% |
| 6M | -19.5% | -99.5% | +80.0% | -18.1% |
| YTD | +16.1% | -99.8% | +115.8% | +18.6% |
| 1Y | +12.9% | -99.9% | +112.8% | +16.6% |
| 3Y | +7.9% | -100.0% | +107.9% | +11.3% |
| All | +18.1% | -100.0% | +118.1% | +21.9% |
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