+26.1%
ZBH vs RCAT
-64.7%
+90.8%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -8.3% | +5.6% | -3.2% |
| 7D | -2.1% | +15.6% | -17.7% | -0.8% |
| 30D | +13.6% | -24.1% | +37.7% | +12.0% |
| 3M | +7.1% | -61.9% | +69.0% | +1.3% |
| 6M | +26.1% | -64.3% | +90.4% | +20.4% |
| All | +26.1% | -64.7% | +90.8% | +20.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling