-99.9%
DFNS vs ZBH
-19.7%
-80.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.4% | +0.8% |
| 7D | -16.0% | -2.8% | -13.2% | -15.4% |
| 30D | -77.7% | -0.1% | -77.6% | -77.7% |
| 3M | -77.2% | +13.4% | -90.6% | -77.3% |
| 6M | -95.2% | +3.0% | -98.2% | -95.2% |
| YTD | -98.0% | +9.7% | -107.6% | -98.0% |
| 1Y | -98.3% | -5.4% | -92.9% | -98.3% |
| 3Y | -99.9% | -15.6% | -84.3% | -99.9% |
| 5Y | -99.9% | -28.1% | -71.7% | -99.9% |
| All | -99.9% | -19.7% | -80.1% | -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 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