+162.6%
RTX vs ZCMD
-100.0%
+262.6%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -7.1% | +6.8% | -0.2% |
| 7D | -1.5% | -5.4% | +3.9% | -1.5% |
| 30D | -11.0% | -24.8% | +13.8% | -10.9% |
| 3M | +7.7% | -62.8% | +70.5% | +6.6% |
| 6M | -3.9% | -99.5% | +95.6% | -1.4% |
| YTD | +9.0% | -99.8% | +108.7% | +12.7% |
| 1Y | +27.3% | -99.9% | +127.2% | +33.3% |
| 3Y | +172.9% | -100.0% | +272.9% | +199.3% |
| 5Y | +165.2% | -100.0% | +265.2% | +191.6% |
| All | +162.6% | -100.0% | +262.6% | +213.6% |
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 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