+266.8%
RMBS vs ZBH
-28.6%
+295.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.6% |
| 7D | +1.8% | -4.7% | +6.4% | +2.9% |
| 30D | -13.9% | -4.5% | -9.4% | -13.1% |
| 3M | -39.8% | +7.6% | -47.4% | -41.9% |
| 6M | -6.0% | +0.3% | -6.3% | -6.7% |
| YTD | -5.4% | +4.5% | -9.9% | -7.4% |
| 1Y | -1.8% | -9.4% | +7.6% | -0.6% |
| 3Y | +53.7% | -21.5% | +75.1% | +62.1% |
| All | +266.8% | -28.6% | +295.4% | +276.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling