-37.8%
ROL vs ZBH
-9.5%
-28.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | +0.5% |
| 7D | -3.2% | -6.6% | +3.3% | -1.9% |
| 30D | -6.6% | -4.9% | -1.7% | -5.7% |
| 3M | -27.3% | +5.1% | -32.4% | -28.0% |
| 6M | -38.1% | +1.3% | -39.4% | -38.5% |
| YTD | -41.8% | +3.4% | -45.1% | -42.3% |
| 1Y | -37.8% | -8.7% | -29.1% | -37.1% |
| All | -37.8% | -9.5% | -28.3% | -37.1% |
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