-83.4%
RIG vs ZBH
+274.1%
-357.5%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.1% |
| 7D | -8.2% | -4.9% | -3.3% | -5.8% |
| 30D | -0.2% | -3.2% | +3.1% | +1.3% |
| 3M | -2.7% | +5.8% | -8.6% | -6.8% |
| 6M | -7.5% | +2.0% | -9.4% | -10.7% |
| YTD | +38.3% | +5.8% | +32.5% | +30.8% |
| 1Y | +81.8% | -7.9% | +89.8% | +82.8% |
| 3Y | -30.2% | -19.4% | -10.8% | -26.6% |
| 5Y | +59.9% | -29.5% | +89.4% | +79.2% |
| 10Y | -41.9% | -15.5% | -26.4% | -39.4% |
| All | -83.4% | +274.1% | -357.5% | -90.7% |
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