+321.8%
ZBH vs RL
+1,947.4%
-1,625.6%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.0% |
| 7D | +10.6% | +1.3% | +9.2% | +10.3% |
| 30D | +20.4% | +7.6% | +12.8% | +18.4% |
| 3M | +10.0% | -1.5% | +11.6% | +10.4% |
| 6M | +31.0% | +12.1% | +19.0% | +26.8% |
| YTD | +20.3% | +13.9% | +6.4% | +15.4% |
| 1Y | +22.2% | +20.7% | +1.6% | +15.6% |
| 3Y | +4.7% | +260.6% | -255.8% | -27.4% |
| 5Y | -13.7% | +248.9% | -262.5% | -41.0% |
| 10Y | +19.3% | +355.9% | -336.6% | -28.9% |
| All | +321.8% | +1,947.4% | -1,625.6% | +60.3% |
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 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