+285.4%
ZBH vs RCAT
-100.0%
+385.4%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +12.5% |
| 3M | +3.9% | -62.9% | +66.8% | +4.0% |
| 6M | +25.4% | -59.6% | +85.0% | +25.5% |
| YTD | +15.7% | -52.1% | +67.8% | +15.7% |
| 1Y | +15.2% | -50.9% | +66.1% | +15.2% |
| 3Y | +0.3% | +333.8% | -333.4% | 0.0% |
| 5Y | -16.1% | +40.7% | -56.8% | -16.3% |
| 10Y | +17.8% | -99.8% | +117.6% | +17.4% |
| All | +285.4% | -100.0% | +385.4% | +311.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling