-29.5%
ZBH vs RCAT
+184.3%
-213.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.5% | +6.9% | +0.5% |
| 7D | -4.9% | -2.3% | -2.6% | -4.9% |
| 30D | -3.2% | -18.7% | +15.5% | -3.0% |
| 3M | +5.8% | -29.3% | +35.1% | +6.2% |
| 6M | +2.0% | -42.3% | +44.3% | +2.3% |
| YTD | +5.8% | +2.5% | +3.3% | +4.9% |
| 1Y | -7.9% | -5.7% | -2.3% | -9.0% |
| 3Y | -19.4% | +764.9% | -784.3% | -25.4% |
| 5Y | -29.5% | +182.3% | -211.8% | -34.1% |
| All | -29.5% | +184.3% | -213.8% | -34.1% |
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