+43.6%
DE vs ZBH
-7.7%
+51.3%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.5% | -0.5% |
| 7D | -2.6% | -4.7% | +2.1% | -1.8% |
| 30D | +9.0% | -4.5% | +13.5% | +9.8% |
| 3M | +19.1% | +7.6% | +11.6% | +17.1% |
| 6M | +14.4% | +0.3% | +14.1% | +13.8% |
| YTD | +45.9% | +4.5% | +41.4% | +44.6% |
| 1Y | +43.6% | -9.4% | +53.0% | +41.2% |
| All | +43.6% | -7.7% | +51.3% | +41.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling