+629.3%
ON vs ZBH
-16.2%
+645.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.1% | +7.4% | +7.8% |
| 7D | +2.4% | -4.7% | +7.0% | +5.4% |
| 30D | -8.6% | -4.5% | -4.1% | -6.3% |
| 3M | -34.3% | +7.6% | -41.9% | -39.0% |
| 6M | +28.5% | +0.3% | +28.2% | +23.4% |
| YTD | +40.6% | +4.5% | +36.1% | +31.1% |
| 1Y | +55.3% | -9.4% | +64.7% | +55.7% |
| 3Y | -22.2% | -21.5% | -0.7% | -16.4% |
| 5Y | +62.4% | -28.4% | +90.8% | +83.3% |
| All | +629.3% | -16.2% | +645.5% | +565.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling