-3.4%
ZBH vs REPL
-6.0%
+2.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.8% | -0.8% |
| 7D | -2.8% | -3.0% | +0.2% | -2.7% |
| 30D | -0.1% | +27.1% | -27.2% | -0.7% |
| 3M | +13.4% | +52.4% | -39.0% | +11.1% |
| 6M | +3.0% | +107.4% | -104.5% | -3.0% |
| YTD | +9.7% | +54.7% | -45.1% | +4.3% |
| 1Y | -5.4% | +158.9% | -164.3% | -13.5% |
| 3Y | -15.6% | -23.7% | +8.2% | -25.0% |
| 5Y | -28.1% | -54.3% | +26.2% | -34.8% |
| All | -3.4% | -6.0% | +2.6% | -26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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