-15.3%
ZBH vs RCAT
+41.8%
-57.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.4% | +2.1% | -1.3% |
| 7D | -2.3% | -5.9% | +3.7% | -2.2% |
| 30D | +12.5% | -19.7% | +32.1% | +12.6% |
| 3M | +3.9% | -62.9% | +66.8% | +4.8% |
| 6M | +25.4% | -59.6% | +85.0% | +26.1% |
| YTD | +15.7% | -52.1% | +67.8% | +15.5% |
| 1Y | +15.2% | -50.9% | +66.1% | +14.8% |
| 3Y | +0.3% | +333.8% | -333.4% | -6.5% |
| All | -15.3% | +41.8% | -57.0% | -18.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling