+2,724.4%
RSG vs ZBH
+274.1%
+2,450.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | 0.0% | -4.9% | +4.9% | +1.3% |
| 30D | +3.7% | -3.2% | +6.9% | +4.6% |
| 3M | +6.2% | +5.8% | +0.3% | +4.3% |
| 6M | -2.8% | +2.0% | -4.7% | -3.9% |
| YTD | +5.9% | +5.8% | +0.1% | +3.5% |
| 1Y | -1.8% | -7.9% | +6.2% | -0.8% |
| 3Y | +57.5% | -19.4% | +76.9% | +62.2% |
| 5Y | +91.1% | -29.5% | +120.6% | +101.1% |
| 10Y | +428.1% | -15.5% | +443.6% | +402.9% |
| All | +2,724.4% | +274.1% | +2,450.2% | +1,695.2% |
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