+1,610.6%
RCL vs ZBH
+287.8%
+1,322.8%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.7% | +0.4% |
| 7D | -5.1% | -2.8% | -2.3% | -3.2% |
| 30D | -19.0% | -0.1% | -18.9% | -19.0% |
| 3M | -9.6% | +13.4% | -23.0% | -17.5% |
| 6M | -6.7% | +3.0% | -9.7% | -10.1% |
| YTD | -3.9% | +9.7% | -13.6% | -11.7% |
| 1Y | -25.1% | -5.4% | -19.7% | -25.2% |
| 3Y | +179.1% | -15.6% | +194.7% | +187.8% |
| 5Y | +243.3% | -28.1% | +271.4% | +295.0% |
| 10Y | +325.8% | -15.2% | +341.0% | +359.2% |
| All | +1,610.6% | +287.8% | +1,322.8% | +703.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH 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 ZBH 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