-3.9%
ZBH vs DBX
+22.6%
-26.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.3% | +0.9% |
| 7D | -4.7% | +2.1% | -6.8% | -5.0% |
| 30D | -4.5% | +5.7% | -10.2% | -5.4% |
| 3M | +7.6% | +31.8% | -24.2% | +2.8% |
| 6M | +0.3% | +37.5% | -37.2% | -5.2% |
| YTD | +4.5% | +27.9% | -23.4% | -0.1% |
| 1Y | -9.4% | +15.0% | -24.4% | -12.2% |
| 3Y | -21.5% | +27.2% | -48.7% | -26.8% |
| 5Y | -28.4% | +12.8% | -41.2% | -33.5% |
| All | -3.9% | +22.6% | -26.5% | -20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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