-100.0%
ZCMD vs RVTY
+44.9%
-144.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | -0.2% |
| 7D | -1.4% | +0.4% | -1.8% | -1.4% |
| 30D | -21.6% | +10.8% | -32.4% | -22.4% |
| 3M | -67.4% | +26.8% | -94.1% | -68.4% |
| 6M | -99.4% | +39.3% | -138.8% | -99.5% |
| YTD | -99.7% | +31.6% | -131.4% | -99.8% |
| 1Y | -99.9% | +47.7% | -147.6% | -99.9% |
| 3Y | -100.0% | +19.9% | -119.9% | -100.0% |
| 5Y | -100.0% | -32.3% | -67.6% | -100.0% |
| All | -100.0% | +44.9% | -144.9% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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