-17.4%
ZBH vs RRX
+228.4%
-245.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.7% | -2.6% | +0.2% |
| 7D | -4.7% | -0.3% | -4.3% | -4.6% |
| 30D | -4.5% | -6.1% | +1.6% | -3.0% |
| 3M | +7.6% | -23.1% | +30.6% | +13.2% |
| 6M | +0.3% | -19.5% | +19.8% | +2.7% |
| YTD | +4.5% | +16.1% | -11.5% | -5.1% |
| 1Y | -9.4% | +12.9% | -22.3% | -17.6% |
| 3Y | -21.5% | +7.9% | -29.4% | -31.5% |
| 5Y | -28.4% | +19.1% | -47.5% | -42.6% |
| All | -17.4% | +228.4% | -245.8% | -57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 10y: compounded portfolio wealth divided by compounded RRX 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…
10y analysis · Full analysis span regression · 6 months rolling