+4,518.3%
ROL vs ZBH
+326.1%
+4,192.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | +0.8% | -2.4% | +3.2% | +1.5% |
| 30D | +20.6% | +16.6% | +4.0% | +14.7% |
| 3M | +4.5% | +10.8% | -6.3% | +0.8% |
| 6M | -26.5% | +35.8% | -62.3% | -33.7% |
| YTD | -34.8% | +20.5% | -55.3% | -39.3% |
| 1Y | -33.2% | +22.7% | -55.9% | -38.1% |
| 3Y | +4.5% | +4.9% | -0.4% | -0.6% |
| 5Y | +15.5% | -12.8% | +28.3% | +14.9% |
| 10Y | +217.2% | +22.7% | +194.5% | +160.2% |
| All | +4,518.3% | +326.1% | +4,192.2% | +2,337.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling