+1,127.7%
RSP vs ZBH
+144.7%
+983.0%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.1% |
| 7D | -0.8% | -2.8% | +2.0% | +0.4% |
| 30D | -0.3% | -0.1% | -0.2% | -0.4% |
| 3M | +4.3% | +13.4% | -9.2% | -1.5% |
| 6M | +8.8% | +3.0% | +5.8% | +6.3% |
| YTD | +15.3% | +9.7% | +5.6% | +9.5% |
| 1Y | +18.3% | -5.4% | +23.7% | +18.2% |
| 3Y | +52.8% | -15.6% | +68.4% | +56.6% |
| 5Y | +51.7% | -28.1% | +79.8% | +63.7% |
| 10Y | +208.5% | -15.2% | +223.7% | +192.8% |
| All | +1,127.7% | +144.7% | +983.0% | +634.4% |
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 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