+172.7%
RTX vs ZCMD
-100.0%
+272.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.0% | -4.6% | -0.6% |
| 7D | -1.6% | -4.1% | +2.5% | -1.6% |
| 30D | -11.6% | -22.7% | +11.2% | -11.6% |
| 3M | +9.2% | -62.5% | +71.7% | +8.6% |
| 6M | -4.4% | -99.5% | +95.0% | -4.7% |
| YTD | +8.9% | -99.7% | +108.6% | +8.8% |
| 1Y | +32.1% | -99.9% | +132.0% | +32.2% |
| All | +172.7% | -100.0% | +272.7% | +179.0% |
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