-13.7%
ZBH vs RBA
+48.5%
-62.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.0% |
| 7D | +10.6% | +3.2% | +7.4% | +10.0% |
| 30D | +20.4% | +12.0% | +8.4% | +18.0% |
| 3M | +10.0% | +2.9% | +7.2% | +9.3% |
| 6M | +31.0% | -6.3% | +37.3% | +31.6% |
| YTD | +20.3% | -5.9% | +26.2% | +20.2% |
| 1Y | +22.2% | -3.9% | +26.1% | +21.6% |
| 3Y | +4.7% | +64.9% | -60.2% | -5.8% |
| 5Y | -13.7% | +48.5% | -62.2% | -17.4% |
| All | -13.7% | +48.5% | -62.1% | -17.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling