+558.9%
RMBS vs ZBH
-16.2%
+575.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.5% |
| 7D | +1.8% | -4.7% | +6.4% | +3.4% |
| 30D | -13.9% | -4.5% | -9.4% | -12.7% |
| 3M | -39.8% | +7.6% | -47.4% | -42.4% |
| 6M | -6.0% | +0.3% | -6.3% | -7.3% |
| YTD | -5.4% | +4.5% | -9.9% | -8.4% |
| 1Y | -1.8% | -9.4% | +7.6% | -1.1% |
| 3Y | +53.7% | -21.5% | +75.1% | +60.8% |
| 5Y | +268.5% | -28.4% | +296.9% | +295.2% |
| All | +558.9% | -16.2% | +575.0% | +504.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling