+2,022.8%
RMD vs ZBH
+274.1%
+1,748.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.7% |
| 6M | -12.5% | +2.0% | -14.5% | -13.5% |
| YTD | -7.9% | +5.8% | -13.7% | -10.3% |
| 1Y | -20.4% | -7.9% | -12.4% | -19.1% |
| 3Y | +53.1% | -19.4% | +72.5% | +61.1% |
| 5Y | -22.1% | -29.5% | +7.4% | -15.1% |
| 10Y | +275.4% | -15.5% | +291.0% | +264.4% |
| All | +2,022.8% | +274.1% | +1,748.7% | +1,074.9% |
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