-24.1%
DRAM vs ZBH
+32.3%
-56.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.6% | +3.7% | +8.1% |
| 7D | -9.8% | +11.3% | -21.1% | -1.5% |
| 30D | -26.9% | +21.5% | -48.5% | -12.5% |
| 3M | -17.4% | +12.5% | -29.9% | -8.5% |
| All | -24.1% | +32.3% | -56.5% | +23.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling