-9.4%
ZBH vs RRX
+15.2%
-24.5%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.7% | -2.6% | +1.0% |
| 7D | -4.7% | -0.3% | -4.3% | -4.7% |
| 30D | -4.5% | -6.1% | +1.6% | -4.3% |
| 3M | +7.6% | -23.1% | +30.6% | +8.0% |
| 6M | +0.3% | -19.5% | +19.8% | -0.7% |
| YTD | +4.5% | +16.1% | -11.5% | -2.5% |
| 1Y | -9.4% | +12.9% | -22.3% | -15.9% |
| All | -9.4% | +15.2% | -24.5% | -15.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling