+1,144.5%
RSP vs ZBH
+158.2%
+986.3%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.7% |
| 7D | +2.4% | -2.3% | +4.6% | +3.3% |
| 30D | +4.3% | +12.5% | -8.2% | -1.0% |
| 3M | -0.3% | +3.9% | -4.3% | -2.6% |
| 6M | +9.8% | +25.4% | -15.6% | -1.1% |
| YTD | +16.8% | +15.7% | +1.1% | +7.8% |
| 1Y | +19.5% | +15.2% | +4.3% | +10.4% |
| 3Y | +65.1% | +0.3% | +64.8% | +56.8% |
| 5Y | +48.7% | -16.1% | +64.8% | +49.9% |
| 10Y | +213.6% | +17.8% | +195.7% | +159.1% |
| All | +1,144.5% | +158.2% | +986.3% | +623.6% |
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