+49.5%
RMD vs ZBH
-19.7%
+69.3%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.6% |
| 7D | -4.7% | -4.9% | +0.2% | -3.0% |
| 30D | +0.2% | -3.2% | +3.5% | +1.4% |
| 3M | +12.0% | +5.8% | +6.2% | +9.9% |
| 6M | -12.5% | +2.0% | -14.5% | -13.5% |
| YTD | -7.9% | +5.8% | -13.7% | -10.2% |
| 1Y | -20.4% | -7.9% | -12.4% | -19.4% |
| All | +49.5% | -19.7% | +69.3% | +49.6% |
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 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