+62.5%
DRAM vs ZBH
+22.6%
+39.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +13.5% | -18.8% | +2.3% |
| 7D | -16.6% | +14.3% | -30.9% | -9.5% |
| 30D | -26.9% | +20.3% | -47.1% | -17.7% |
| 3M | -17.8% | +15.3% | -33.1% | -9.6% |
| 6M | +6.2% | +33.9% | -27.7% | +23.8% |
| All | +62.5% | +22.6% | +39.9% | +100.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling