+284.4%
ZBH vs RL
+1,694.3%
-1,409.9%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.0% | -2.9% | -1.3% |
| 7D | -2.8% | -0.8% | -2.0% | -2.7% |
| 30D | -0.1% | -7.8% | +7.7% | +1.7% |
| 3M | +13.4% | -4.0% | +17.4% | +14.2% |
| 6M | +3.0% | -1.9% | +4.9% | +2.5% |
| YTD | +9.7% | -0.2% | +9.8% | +8.5% |
| 1Y | -5.4% | +10.7% | -16.1% | -8.9% |
| 3Y | -15.6% | +210.8% | -226.3% | -39.4% |
| 5Y | -28.1% | +238.2% | -266.4% | -50.7% |
| 10Y | -15.2% | +313.4% | -328.6% | -48.3% |
| All | +284.4% | +1,694.3% | -1,409.9% | +50.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling