-17.4%
ZBH vs RL
+311.3%
-328.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +1.0% |
| 7D | -4.7% | -3.4% | -1.2% | -3.9% |
| 30D | -4.5% | -14.4% | +10.0% | -1.0% |
| 3M | +7.6% | -13.6% | +21.1% | +11.1% |
| 6M | +0.3% | +0.6% | -0.3% | -0.7% |
| YTD | +4.5% | -3.6% | +8.1% | +4.3% |
| 1Y | -9.4% | +8.3% | -17.7% | -12.4% |
| 3Y | -21.5% | +204.8% | -226.3% | -45.5% |
| 5Y | -28.4% | +232.9% | -261.3% | -53.1% |
| All | -17.4% | +311.3% | -328.6% | -51.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling