+166.8%
RTX vs ZCMD
-100.0%
+266.8%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.7% | +3.1% | -0.7% |
| 7D | -5.2% | -8.0% | +2.8% | -5.1% |
| 30D | -9.4% | -27.9% | +18.5% | -9.3% |
| 3M | +12.3% | -74.6% | +86.9% | +11.6% |
| 6M | -3.1% | -99.5% | +96.3% | -0.8% |
| YTD | +10.7% | -99.7% | +110.4% | +14.5% |
| 1Y | +28.4% | -99.9% | +128.3% | +34.3% |
| 3Y | +147.1% | -100.0% | +247.1% | +171.1% |
| 5Y | +167.2% | -100.0% | +267.2% | +194.5% |
| All | +166.8% | -100.0% | +266.8% | +218.5% |
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