+206.6%
ROL vs ZBH
-16.2%
+222.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.2% |
| 7D | -3.2% | -4.7% | +1.5% | -2.2% |
| 30D | -4.9% | -4.5% | -0.4% | -4.0% |
| 3M | -25.8% | +7.6% | -33.4% | -27.1% |
| 6M | -37.6% | +0.3% | -37.8% | -37.9% |
| YTD | -41.5% | +4.5% | -46.0% | -42.3% |
| 1Y | -39.5% | -9.4% | -30.1% | -38.8% |
| 3Y | +0.1% | -21.5% | +21.6% | +3.5% |
| 5Y | -4.6% | -28.4% | +23.8% | -0.6% |
| All | +206.6% | -16.2% | +222.8% | +193.3% |
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