+290.5%
ZBH vs RCAT
-100.0%
+390.5%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -8.3% | +5.6% | -2.7% |
| 7D | -2.1% | +15.6% | -17.7% | -2.2% |
| 30D | +13.6% | -24.1% | +37.7% | +13.6% |
| 3M | +7.1% | -61.9% | +69.0% | +7.2% |
| 6M | +26.1% | -64.3% | +90.4% | +26.2% |
| YTD | +17.2% | -50.4% | +67.6% | +17.2% |
| 1Y | +17.4% | -54.0% | +71.4% | +17.4% |
| 3Y | +2.0% | +347.2% | -345.1% | +1.7% |
| 5Y | -15.0% | +45.7% | -60.7% | -15.2% |
| 10Y | +19.4% | -99.7% | +119.1% | +18.9% |
| All | +290.5% | -100.0% | +390.5% | +317.2% |
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