+116.5%
RSP vs ZCMD
-100.0%
+216.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.7% |
| 7D | -3.1% | -2.0% | -1.1% | -3.1% |
| 30D | -3.4% | -19.8% | +16.4% | -3.3% |
| 3M | +3.6% | -62.1% | +65.7% | +3.0% |
| 6M | +9.0% | -99.5% | +108.5% | +12.3% |
| YTD | +12.2% | -99.7% | +111.9% | +16.6% |
| 1Y | +15.6% | -99.9% | +115.5% | +21.3% |
| 3Y | +51.6% | -100.0% | +151.6% | +65.0% |
| 5Y | +50.4% | -100.0% | +150.4% | +63.9% |
| All | +116.5% | -100.0% | +216.5% | +161.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling