+90.0%
RSG vs ZBH
-28.6%
+118.7%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.4% | +0.6% |
| 7D | 0.0% | -4.7% | +4.7% | +0.8% |
| 30D | +4.0% | -4.5% | +8.5% | +4.8% |
| 3M | +7.4% | +7.6% | -0.2% | +6.0% |
| 6M | +0.1% | +0.3% | -0.2% | -0.3% |
| YTD | +6.0% | +4.5% | +1.5% | +4.7% |
| 1Y | -3.0% | -9.4% | +6.4% | -2.2% |
| 3Y | +56.5% | -21.5% | +78.0% | +61.2% |
| All | +90.0% | -28.6% | +118.7% | +90.4% |
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