+122.5%
RSP vs ZCMD
-100.0%
+222.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.7% | +3.3% | -0.5% |
| 7D | -0.8% | -8.0% | +7.2% | -0.7% |
| 30D | -0.3% | -27.9% | +27.5% | -0.2% |
| 3M | +4.3% | -74.6% | +78.9% | +4.1% |
| 6M | +8.8% | -99.5% | +108.3% | +12.0% |
| YTD | +15.3% | -99.7% | +115.0% | +19.8% |
| 1Y | +18.3% | -99.9% | +118.2% | +24.0% |
| 3Y | +52.8% | -100.0% | +152.8% | +66.3% |
| 5Y | +51.7% | -100.0% | +151.7% | +65.7% |
| All | +122.5% | -100.0% | +222.5% | +168.6% |
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