-99.9%
DFNS vs ZBH
-19.5%
-80.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.9% | +3.1% | +1.1% |
| 7D | +0.8% | -5.2% | +6.0% | +3.3% |
| 30D | -73.2% | -2.4% | -70.8% | -73.1% |
| 3M | -72.4% | +8.3% | -80.7% | -72.3% |
| 6M | -95.2% | +0.7% | -95.9% | -95.1% |
| YTD | -98.0% | +5.3% | -103.3% | -97.9% |
| 1Y | -98.3% | -9.1% | -89.2% | -98.2% |
| 3Y | -99.9% | -19.7% | -80.2% | -99.9% |
| All | -99.9% | -19.5% | -80.4% | -99.9% |
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 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