+4,182.8%
ROL vs ZBH
+287.8%
+3,895.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.7% |
| 7D | -1.4% | -2.8% | +1.4% | -0.6% |
| 30D | -4.1% | -0.1% | -4.0% | -4.1% |
| 3M | -22.5% | +13.4% | -35.9% | -25.8% |
| 6M | -37.7% | +3.0% | -40.6% | -38.7% |
| YTD | -39.6% | +9.7% | -49.2% | -41.8% |
| 1Y | -36.0% | -5.4% | -30.6% | -35.8% |
| 3Y | -5.1% | -15.6% | +10.4% | -3.0% |
| 5Y | -3.4% | -28.1% | +24.7% | +2.3% |
| 10Y | +215.2% | -15.2% | +230.5% | +193.8% |
| All | +4,182.8% | +287.8% | +3,895.0% | +2,236.6% |
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 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