+125.2%
RSP vs ZCMD
-100.0%
+225.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.8% | +3.8% | 0.0% |
| 7D | +0.7% | -3.0% | +3.8% | +0.8% |
| 30D | +3.7% | -39.5% | +43.2% | +4.0% |
| 3M | +0.7% | -57.8% | +58.5% | +1.1% |
| 6M | +9.0% | -99.7% | +108.7% | +12.7% |
| YTD | +16.7% | -99.9% | +116.5% | +21.6% |
| 1Y | +19.0% | -99.9% | +118.9% | +24.5% |
| 3Y | +64.7% | -100.0% | +164.7% | +79.0% |
| 5Y | +49.6% | -100.0% | +149.6% | +64.7% |
| All | +125.2% | -100.0% | +225.2% | +172.7% |
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