-4.4%
RMD vs ZBH
-16.1%
+11.8%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.8% |
| 7D | +2.1% | -2.3% | +4.3% | +3.0% |
| 30D | +2.1% | +12.5% | -10.4% | -3.0% |
| 3M | +6.2% | +3.9% | +2.3% | +4.2% |
| 6M | +19.4% | +25.4% | -6.0% | +8.3% |
| YTD | +0.5% | +15.7% | -15.2% | -6.4% |
| 1Y | -3.9% | +15.2% | -19.1% | -10.4% |
| 3Y | +72.5% | +0.3% | +72.2% | +65.6% |
| All | -4.4% | -16.1% | +11.8% | -2.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling