+270.9%
ZBH vs RJF
+2,863.9%
-2,593.0%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.6% |
| 7D | -4.9% | -0.3% | -4.6% | -4.9% |
| 30D | -3.2% | -2.0% | -1.2% | -2.7% |
| 3M | +5.8% | +16.3% | -10.5% | +1.1% |
| 6M | +2.0% | +16.9% | -14.9% | -2.9% |
| YTD | +5.8% | +10.4% | -4.7% | +2.1% |
| 1Y | -7.9% | +7.4% | -15.4% | -10.6% |
| 3Y | -19.4% | +72.2% | -91.6% | -33.0% |
| 5Y | -29.5% | +105.1% | -134.6% | -45.2% |
| 10Y | -15.5% | +430.9% | -446.5% | -51.3% |
| All | +270.9% | +2,863.9% | -2,593.0% | +16.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling