-7.9%
ZBH vs RL
+9.8%
-17.7%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.3% | +3.8% | +0.9% |
| 7D | -4.9% | -0.3% | -4.7% | -4.9% |
| 30D | -3.2% | -17.5% | +14.3% | -0.8% |
| 3M | +5.8% | -14.0% | +19.8% | +7.8% |
| 6M | +2.0% | -2.0% | +3.9% | +2.3% |
| YTD | +5.8% | -4.6% | +10.4% | +6.2% |
| 1Y | -7.9% | +9.5% | -17.4% | -7.3% |
| All | -7.9% | +9.8% | -17.7% | -7.3% |
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