+2,867.8%
ROP vs ZBH
+309.2%
+2,558.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +0.9% |
| 7D | +0.7% | -2.3% | +3.0% | +1.5% |
| 30D | +28.8% | +12.5% | +16.3% | +23.2% |
| 3M | +21.1% | +3.9% | +17.1% | +18.9% |
| 6M | +52.5% | +25.4% | +27.1% | +39.8% |
| YTD | +8.9% | +15.7% | -6.8% | +2.0% |
| 1Y | +8.2% | +15.2% | -6.9% | +1.5% |
| 3Y | -5.2% | +0.3% | -5.5% | -8.9% |
| 5Y | +1.7% | -16.1% | +17.8% | +2.7% |
| 10Y | +185.4% | +17.8% | +167.5% | +138.3% |
| All | +2,867.8% | +309.2% | +2,558.5% | +1,522.9% |
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