+2,340.2%
ROP vs ZBH
+272.6%
+2,067.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.9% | +1.1% | -1.4% |
| 7D | -5.4% | -5.2% | -0.2% | -3.6% |
| 30D | -1.6% | -2.4% | +0.8% | -0.8% |
| 3M | +18.8% | +8.3% | +10.6% | +15.3% |
| 6M | +8.2% | +0.7% | +7.5% | +7.2% |
| YTD | -10.5% | +5.3% | -15.8% | -12.9% |
| 1Y | -23.7% | -9.1% | -14.7% | -22.3% |
| 3Y | -17.9% | -19.7% | +1.8% | -14.3% |
| 5Y | -15.3% | -31.3% | +15.9% | -8.1% |
| 10Y | +133.4% | -18.9% | +152.3% | +123.4% |
| All | +2,340.2% | +272.6% | +2,067.6% | +1,285.7% |
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