-31.3%
ZBH vs RL
+241.4%
-272.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.1% | -2.8% | -3.7% |
| 7D | -5.2% | +1.9% | -7.1% | -5.5% |
| 30D | -2.4% | -12.2% | +9.8% | -0.2% |
| 3M | +8.3% | -6.6% | +14.9% | +9.4% |
| 6M | +0.7% | +3.2% | -2.5% | -0.5% |
| YTD | +5.3% | -1.3% | +6.6% | +4.8% |
| 1Y | -9.1% | +13.6% | -22.7% | -11.9% |
| 3Y | -19.7% | +210.9% | -230.6% | -42.5% |
| 5Y | -31.3% | +246.9% | -278.1% | -54.5% |
| All | -31.3% | +241.4% | -272.7% | -54.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling