+31.6%
ZBH vs RNG
+305.9%
-274.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.5% |
| 7D | -4.9% | -4.1% | -0.9% | -4.5% |
| 30D | -3.2% | +8.6% | -11.9% | -4.2% |
| 3M | +5.8% | +78.0% | -72.1% | -1.6% |
| 6M | +2.0% | +67.0% | -65.1% | -5.2% |
| YTD | +5.8% | +142.4% | -136.6% | -7.0% |
| 1Y | -7.9% | +120.4% | -128.4% | -18.3% |
| 3Y | -19.4% | +122.1% | -141.5% | -30.6% |
| 5Y | -29.5% | -69.8% | +40.3% | -26.8% |
| 10Y | -15.5% | +223.4% | -238.9% | -39.0% |
| All | +31.6% | +305.9% | -274.3% | -7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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