+44.3%
DLR vs ZBH
-29.5%
+73.9%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.3% |
| 7D | +2.9% | -4.9% | +7.8% | +4.0% |
| 30D | -1.2% | -3.2% | +2.1% | -0.5% |
| 3M | +2.9% | +5.8% | -2.9% | +1.3% |
| 6M | +6.7% | +2.0% | +4.7% | +5.6% |
| YTD | +23.9% | +5.8% | +18.1% | +21.3% |
| 1Y | +18.6% | -7.9% | +26.6% | +19.7% |
| 3Y | +59.7% | -19.4% | +79.0% | +65.8% |
| All | +44.3% | -29.5% | +73.9% | +48.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling