+129.7%
ROP vs ZBH
-17.1%
+146.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | +0.3% |
| 7D | -8.0% | -6.6% | -1.4% | -6.0% |
| 30D | -2.7% | -4.9% | +2.2% | -1.2% |
| 3M | +16.6% | +5.1% | +11.5% | +14.7% |
| 6M | +10.4% | +1.3% | +9.0% | +9.3% |
| YTD | -12.1% | +3.4% | -15.4% | -13.6% |
| 1Y | -23.6% | -8.7% | -14.9% | -22.5% |
| 3Y | -19.3% | -21.2% | +1.9% | -15.5% |
| 5Y | -15.4% | -29.2% | +13.8% | -9.7% |
| All | +129.7% | -17.1% | +146.9% | +112.8% |
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 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