+284.4%
ZBH vs RVTY
+425.7%
-141.3%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.5% | -0.8% |
| 7D | -2.8% | +1.1% | -3.9% | -3.1% |
| 30D | -0.1% | +13.2% | -13.3% | -3.5% |
| 3M | +13.4% | +27.2% | -13.8% | +6.0% |
| 6M | +3.0% | +32.4% | -29.4% | -5.3% |
| YTD | +9.7% | +34.9% | -25.2% | -0.2% |
| 1Y | -5.4% | +52.4% | -57.8% | -17.0% |
| 3Y | -15.6% | +12.3% | -27.9% | -21.5% |
| 5Y | -28.1% | -30.8% | +2.7% | -25.3% |
| 10Y | -15.2% | +150.7% | -165.9% | -38.5% |
| All | +284.4% | +425.7% | -141.3% | +109.8% |
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