-17.4%
ZBH vs RJF
+429.3%
-446.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.2% | +1.2% |
| 7D | -4.7% | -2.7% | -2.0% | -3.7% |
| 30D | -4.5% | -4.3% | -0.2% | -3.0% |
| 3M | +7.6% | +15.7% | -8.2% | +1.7% |
| 6M | +0.3% | +17.8% | -17.5% | -6.0% |
| YTD | +4.5% | +9.2% | -4.6% | +0.3% |
| 1Y | -9.4% | +2.8% | -12.2% | -11.2% |
| 3Y | -21.5% | +69.5% | -90.9% | -38.6% |
| 5Y | -28.4% | +105.9% | -134.3% | -49.8% |
| All | -17.4% | +429.3% | -446.7% | -61.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 10y: compounded portfolio wealth divided by compounded RJF 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…
10y analysis · Full analysis span regression · 6 months rolling