-18.3%
ZBH vs DAR
+375.1%
-393.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.7% | -0.6% | -1.9% |
| 7D | -6.6% | +0.9% | -7.5% | -6.8% |
| 30D | -4.9% | +6.4% | -11.4% | -6.5% |
| 3M | +5.1% | +13.2% | -8.1% | +1.3% |
| 6M | +1.3% | +26.2% | -24.8% | -5.4% |
| YTD | +3.4% | +84.4% | -81.0% | -12.7% |
| 1Y | -8.7% | +112.0% | -120.7% | -26.1% |
| 3Y | -21.2% | +13.4% | -34.6% | -27.2% |
| 5Y | -29.2% | -6.0% | -23.2% | -33.9% |
| All | -18.3% | +375.1% | -393.4% | -58.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded DAR 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling