-15.7%
RMD vs ZBH
-5.6%
-10.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.1% |
| 7D | -5.0% | -2.8% | -2.2% | -4.1% |
| 30D | +2.2% | -0.1% | +2.3% | +2.3% |
| 3M | +17.8% | +13.4% | +4.4% | +13.4% |
| 6M | -11.3% | +3.0% | -14.3% | -13.3% |
| YTD | -4.4% | +9.7% | -14.1% | -7.8% |
| 1Y | -15.7% | -5.4% | -10.3% | -15.7% |
| All | -15.7% | -5.6% | -10.1% | -15.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling