+13.3%
RMBS vs ZBH
-5.6%
+19.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.2% |
| 7D | -0.3% | -2.8% | +2.5% | -0.9% |
| 30D | -12.2% | -0.1% | -12.1% | -12.1% |
| 3M | -49.5% | +13.4% | -63.0% | -49.1% |
| 6M | -7.1% | +3.0% | -10.1% | -5.5% |
| YTD | -7.0% | +9.7% | -16.6% | -3.0% |
| 1Y | +13.3% | -5.4% | +18.7% | +20.5% |
| All | +13.3% | -5.6% | +19.0% | +20.5% |
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