-20.0%
ROP vs ZBH
-19.7%
-0.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.8% | -1.4% |
| 7D | -6.1% | -4.9% | -1.2% | -5.1% |
| 30D | -3.4% | -3.2% | -0.1% | -2.7% |
| 3M | +16.7% | +5.8% | +10.8% | +15.4% |
| 6M | +8.1% | +2.0% | +6.1% | +7.3% |
| YTD | -11.7% | +5.8% | -17.5% | -13.0% |
| 1Y | -24.2% | -7.9% | -16.3% | -23.8% |
| All | -20.0% | -19.7% | -0.3% | -15.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling