+66.4%
DOCN vs ZBH
-26.5%
+92.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -3.0% | -12.9% | -15.3% |
| 7D | -29.3% | +9.6% | -38.9% | -30.5% |
| 30D | -46.0% | +19.1% | -65.2% | -48.0% |
| 3M | -43.2% | +9.1% | -52.3% | -44.5% |
| 6M | -53.7% | +29.4% | -83.1% | -57.6% |
| YTD | +46.9% | +19.8% | +27.1% | +37.6% |
| 1Y | +54.3% | +23.4% | +31.0% | +42.8% |
| 3Y | +185.5% | +1.1% | +184.5% | +169.4% |
| 5Y | -31.1% | -18.8% | -12.3% | -35.7% |
| All | +66.4% | -26.5% | +92.8% | +55.5% |
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