+305.7%
ZBH vs RVTY
+523.6%
-217.9%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.4% | -0.8% |
| 7D | -2.3% | -0.5% | -1.8% | -2.1% |
| 30D | +12.5% | +1.5% | +10.9% | +11.7% |
| 3M | +3.9% | +31.5% | -27.5% | -4.0% |
| 6M | +25.4% | +62.7% | -37.2% | +9.1% |
| YTD | +15.7% | +60.0% | -44.3% | +0.1% |
| 1Y | +15.2% | +65.7% | -50.5% | -1.3% |
| 3Y | +0.3% | +85.2% | -84.9% | -18.5% |
| 5Y | -16.1% | -14.9% | -1.2% | -17.8% |
| 10Y | +17.8% | +211.9% | -194.1% | -19.7% |
| All | +305.7% | +523.6% | -217.9% | +110.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling