-6.1%
RDW vs ZBH
-28.6%
+22.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.1% | -3.4% | -2.6% |
| 7D | +0.9% | -4.7% | +5.5% | +2.1% |
| 30D | -21.3% | -4.5% | -16.8% | -20.4% |
| 3M | -37.9% | +7.6% | -45.4% | -40.3% |
| 6M | +12.3% | +0.3% | +12.0% | +10.3% |
| YTD | +39.7% | +4.5% | +35.2% | +35.1% |
| 1Y | +25.7% | -9.4% | +35.1% | +27.3% |
| 3Y | +230.8% | -21.5% | +252.3% | +258.4% |
| All | -6.1% | -28.6% | +22.5% | -0.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling