-17.4%
ZBH vs RCAT
-98.5%
+81.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.1% |
| 7D | -4.7% | -4.9% | +0.2% | -4.7% |
| 30D | -4.5% | -22.9% | +18.4% | -4.4% |
| 3M | +7.6% | -33.7% | +41.3% | +7.7% |
| 6M | +0.3% | -50.7% | +51.0% | +0.5% |
| YTD | +4.5% | +0.4% | +4.2% | +4.3% |
| 1Y | -9.4% | -27.6% | +18.2% | -9.5% |
| 3Y | -21.5% | +753.2% | -774.6% | -23.0% |
| 5Y | -28.4% | +183.3% | -211.7% | -29.6% |
| All | -17.4% | -98.5% | +81.1% | -22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 RCAT 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