-29.2%
ZBH vs RRC
+150.0%
-179.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.3% | -2.6% | -2.3% |
| 7D | -6.6% | -1.2% | -5.4% | -6.4% |
| 30D | -4.9% | +3.0% | -7.9% | -5.2% |
| 3M | +5.1% | +7.3% | -2.2% | +4.3% |
| 6M | +1.3% | +3.6% | -2.2% | +0.7% |
| YTD | +3.4% | +19.4% | -16.0% | +1.1% |
| 1Y | -8.7% | +21.4% | -30.1% | -11.1% |
| 3Y | -21.2% | +32.8% | -54.0% | -25.1% |
| 5Y | -29.2% | +152.0% | -181.2% | -34.6% |
| All | -29.2% | +150.0% | -179.2% | -34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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