+118.0%
RSP vs ZCMD
-100.0%
+218.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.0% | -5.0% | -1.0% |
| 7D | -1.8% | -4.1% | +2.3% | -1.8% |
| 30D | -2.5% | -22.7% | +20.2% | -2.4% |
| 3M | +3.0% | -62.5% | +65.5% | +2.4% |
| 6M | +8.9% | -99.5% | +108.4% | +12.2% |
| YTD | +13.0% | -99.7% | +112.7% | +17.4% |
| 1Y | +16.2% | -99.9% | +116.1% | +22.1% |
| 3Y | +52.7% | -100.0% | +152.7% | +66.1% |
| 5Y | +50.5% | -100.0% | +150.5% | +63.9% |
| All | +118.0% | -100.0% | +218.0% | +163.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling