+209.8%
RSP vs ZBH
-18.0%
+227.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.1% |
| 7D | -1.8% | -4.9% | +3.1% | 0.0% |
| 30D | -2.5% | -3.2% | +0.7% | -1.4% |
| 3M | +3.0% | +5.8% | -2.8% | +0.4% |
| 6M | +8.9% | +2.0% | +6.9% | +7.0% |
| YTD | +13.0% | +5.8% | +7.2% | +9.2% |
| 1Y | +16.2% | -7.9% | +24.2% | +17.5% |
| 3Y | +52.7% | -19.4% | +72.1% | +59.7% |
| 5Y | +50.5% | -29.5% | +80.0% | +63.2% |
| 10Y | +209.8% | -15.5% | +225.4% | +191.4% |
| All | +209.8% | -18.0% | +227.8% | +191.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling