+3,617.4%
DLR vs ZBH
+44.8%
+3,572.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.9% | +4.5% | +1.9% |
| 7D | +3.4% | -5.2% | +8.6% | +5.2% |
| 30D | -2.2% | -2.4% | +0.2% | -1.6% |
| 3M | +4.7% | +8.3% | -3.5% | +1.5% |
| 6M | +9.0% | +0.7% | +8.4% | +7.8% |
| YTD | +24.1% | +5.3% | +18.8% | +20.5% |
| 1Y | +20.9% | -9.1% | +30.0% | +22.5% |
| 3Y | +60.0% | -19.7% | +79.7% | +65.7% |
| 5Y | +35.3% | -31.3% | +66.6% | +45.8% |
| 10Y | +165.8% | -18.9% | +184.7% | +150.0% |
| All | +3,617.4% | +44.8% | +3,572.6% | +2,164.7% |
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