+7.9%
ZBH vs RL
+34.3%
-26.4%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.5% | +4.5% | +9.0% | +12.7% |
| 7D | +14.3% | +5.8% | +8.5% | +13.3% |
| 30D | +20.3% | +12.7% | +7.6% | +18.3% |
| 3M | +15.3% | +9.3% | +5.9% | +13.7% |
| 6M | +33.9% | +16.9% | +17.0% | +31.5% |
| YTD | +23.5% | +17.5% | +6.0% | +20.5% |
| 1Y | +7.9% | +34.6% | -26.7% | +3.0% |
| All | +7.9% | +34.3% | -26.4% | +3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 1y: compounded portfolio wealth divided by compounded RL 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…
1y analysis · Full analysis span regression · 6 months rolling