-30.2%
RIG vs ZBH
-20.7%
-9.5%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.9% | -2.0% |
| 7D | -3.1% | -4.7% | +1.6% | -2.2% |
| 30D | -0.5% | -4.5% | +4.0% | +0.3% |
| 3M | -6.0% | +7.6% | -13.5% | -8.1% |
| 6M | -10.1% | +0.3% | -10.4% | -10.9% |
| YTD | +37.3% | +4.5% | +32.8% | +34.3% |
| 1Y | +73.9% | -9.4% | +83.3% | +76.1% |
| 3Y | -30.2% | -21.5% | -8.7% | -29.9% |
| All | -30.2% | -20.7% | -9.5% | -29.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling