-36.0%
ROL vs ZBH
-5.6%
-30.4%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.6% |
| 7D | -1.4% | -2.8% | +1.4% | -0.9% |
| 30D | -4.1% | -0.1% | -4.0% | -4.1% |
| 3M | -22.5% | +13.4% | -35.9% | -24.4% |
| 6M | -37.7% | +3.0% | -40.6% | -38.4% |
| YTD | -39.6% | +9.7% | -49.2% | -40.9% |
| 1Y | -36.0% | -5.4% | -30.6% | -35.0% |
| All | -36.0% | -5.6% | -30.4% | -35.0% |
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 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