+54.2%
RSP vs ZCMD
-100.0%
+154.2%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.6% | -1.0% |
| 7D | -0.4% | -1.4% | +1.0% | -0.4% |
| 30D | -1.5% | -21.6% | +20.0% | -1.5% |
| 3M | +4.8% | -67.4% | +72.2% | +4.7% |
| 6M | +10.3% | -99.4% | +109.7% | +11.2% |
| YTD | +14.1% | -99.7% | +113.8% | +15.4% |
| 1Y | +17.0% | -99.9% | +116.9% | +18.6% |
| 3Y | +54.2% | -100.0% | +154.2% | +54.0% |
| All | +54.2% | -100.0% | +154.2% | +54.0% |
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