-29.2%
ZBH vs DBX
+8.4%
-37.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.3% | -3.6% | -2.5% |
| 7D | -6.6% | -1.8% | -4.7% | -6.3% |
| 30D | -4.9% | +2.8% | -7.8% | -5.4% |
| 3M | +5.1% | +26.8% | -21.6% | +1.2% |
| 6M | +1.3% | +32.8% | -31.4% | -3.5% |
| YTD | +3.4% | +26.1% | -22.7% | -0.8% |
| 1Y | -8.7% | +14.1% | -22.8% | -11.1% |
| 3Y | -21.2% | +25.7% | -46.9% | -27.2% |
| 5Y | -29.2% | +11.2% | -40.4% | -39.0% |
| All | -29.2% | +8.4% | -37.7% | -39.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling