-1.8%
RMBS vs ZBH
-7.7%
+5.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +2.1% |
| 7D | +1.8% | -4.7% | +6.4% | +0.7% |
| 30D | -13.9% | -4.5% | -9.4% | -14.7% |
| 3M | -39.8% | +7.6% | -47.4% | -39.6% |
| 6M | -6.0% | +0.3% | -6.3% | -4.7% |
| YTD | -5.4% | +4.5% | -9.9% | -1.9% |
| 1Y | -1.8% | -9.4% | +7.6% | -3.6% |
| All | -1.8% | -7.7% | +5.8% | -3.6% |
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