+163.8%
RTX vs ZCMD
-100.0%
+263.8%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.2% | +3.3% | +0.1% |
| 7D | +4.8% | -7.7% | +12.5% | +4.8% |
| 30D | +6.5% | -34.8% | +41.3% | +6.6% |
| 3M | -9.6% | -56.3% | +46.7% | -9.5% |
| 6M | +12.3% | -99.7% | +112.0% | +15.1% |
| YTD | +9.5% | -99.9% | +109.3% | +13.3% |
| 1Y | +15.8% | -99.9% | +115.8% | +20.6% |
| 3Y | +157.0% | -100.0% | +257.0% | +180.2% |
| 5Y | +148.8% | -100.0% | +248.8% | +175.7% |
| All | +163.8% | -100.0% | +263.8% | +215.3% |
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