+114.9%
RRX vs ZCMD
-100.0%
+214.9%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.0% | -6.5% | -2.6% |
| 7D | -0.7% | -4.1% | +3.4% | -0.7% |
| 30D | -8.0% | -22.7% | +14.8% | -7.8% |
| 3M | -25.1% | -62.5% | +37.4% | -25.5% |
| 6M | -18.3% | -99.5% | +81.2% | -15.1% |
| YTD | +14.2% | -99.7% | +113.9% | +19.7% |
| 1Y | +13.0% | -99.9% | +112.9% | +20.6% |
| 3Y | +4.2% | -100.0% | +104.2% | +15.1% |
| 5Y | +17.9% | -100.0% | +117.9% | +30.4% |
| All | +114.9% | -100.0% | +214.9% | +179.1% |
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