-8.7%
ZBH vs RVTY
+43.1%
-51.8%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.3% | +0.1% | -1.8% |
| 7D | -6.6% | -7.4% | +0.9% | -5.1% |
| 30D | -4.9% | +4.5% | -9.4% | -5.8% |
| 3M | +5.1% | +19.5% | -14.4% | +1.5% |
| 6M | +1.3% | +34.1% | -32.8% | -4.7% |
| YTD | +3.4% | +25.3% | -21.9% | -3.5% |
| 1Y | -8.7% | +47.0% | -55.7% | -18.1% |
| All | -8.7% | +43.1% | -51.8% | -18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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