+11.2%
RBRK vs ZBH
-7.7%
+18.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.1% | -3.7% | -2.6% |
| 7D | -7.5% | -4.7% | -2.8% | -7.4% |
| 30D | -10.4% | -4.5% | -5.9% | -10.4% |
| 3M | +21.3% | +7.6% | +13.7% | +20.7% |
| 6M | +50.6% | +0.3% | +50.4% | +50.2% |
| YTD | +13.3% | +4.5% | +8.8% | +13.0% |
| 1Y | +11.2% | -9.4% | +20.6% | +13.1% |
| All | +11.2% | -7.7% | +18.9% | +13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH 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 ZBH 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