-29.2%
ZBH vs RJF
+101.5%
-130.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.2% | -2.0% |
| 7D | -6.6% | -4.2% | -2.4% | -5.4% |
| 30D | -4.9% | -3.6% | -1.3% | -3.9% |
| 3M | +5.1% | +15.6% | -10.5% | +0.8% |
| 6M | +1.3% | +17.6% | -16.3% | -3.5% |
| YTD | +3.4% | +9.2% | -5.9% | +0.2% |
| 1Y | -8.7% | +5.5% | -14.2% | -10.8% |
| 3Y | -21.2% | +70.3% | -91.5% | -36.1% |
| 5Y | -29.2% | +106.0% | -135.2% | -48.7% |
| All | -29.2% | +101.5% | -130.7% | -48.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling