-19.7%
ZBH vs RBA
+29.1%
-48.8%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.0% | -1.9% | -3.6% |
| 7D | -5.2% | -1.1% | -4.2% | -5.0% |
| 30D | -2.4% | -13.2% | +10.8% | -0.3% |
| 3M | +8.3% | -21.4% | +29.6% | +12.0% |
| 6M | +0.7% | -20.9% | +21.5% | +3.9% |
| YTD | +5.3% | -19.9% | +25.2% | +7.8% |
| 1Y | -9.1% | -28.7% | +19.6% | -5.0% |
| 3Y | -19.7% | +27.4% | -47.1% | -25.0% |
| All | -19.7% | +29.1% | -48.8% | -25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 3y: compounded portfolio wealth divided by compounded RBA 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…
3y analysis · Full analysis span regression · 6 months rolling