-25.6%
ROL vs ZBH
+26.1%
-51.8%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.3% | +3.8% | +2.9% |
| 7D | +3.0% | -2.3% | +5.2% | +3.7% |
| 30D | +19.8% | +12.5% | +7.3% | +15.3% |
| 3M | +7.9% | +3.9% | +4.0% | +6.2% |
| 6M | -25.6% | +25.4% | -51.1% | -34.6% |
| All | -25.6% | +26.1% | -51.8% | -34.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling