-17.4%
RMBS vs ZBH
+11.3%
-28.7%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +13.5% | -19.5% | -1.9% |
| 7D | -8.9% | +14.3% | -23.2% | -4.8% |
| 30D | -24.8% | +20.3% | -45.1% | -20.1% |
| 3M | -17.6% | +15.3% | -32.8% | -13.1% |
| 6M | -25.7% | +33.9% | -59.6% | -21.7% |
| YTD | -9.8% | +23.5% | -33.3% | -0.6% |
| 1Y | -17.4% | +7.9% | -25.3% | -13.3% |
| All | -17.4% | +11.3% | -28.7% | -13.3% |
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