-23.6%
RKT vs ZBH
-23.2%
-0.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.9% | +2.1% | +0.1% |
| 7D | +6.0% | -5.2% | +11.2% | +8.7% |
| 30D | +0.7% | -2.4% | +3.1% | +1.7% |
| 3M | +11.8% | +8.3% | +3.6% | +7.1% |
| 6M | -7.6% | +0.7% | -8.3% | -8.8% |
| YTD | -28.7% | +5.3% | -34.0% | -31.6% |
| 1Y | -32.6% | -9.1% | -23.5% | -30.8% |
| 3Y | +42.1% | -19.7% | +61.8% | +53.7% |
| 5Y | -7.2% | -31.3% | +24.1% | +1.5% |
| All | -23.6% | -23.2% | -0.4% | -34.6% |
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