-3.1%
ZBH vs DBX
+16.6%
-19.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.9% | -1.0% | -3.5% |
| 7D | -5.2% | -1.3% | -3.9% | -5.0% |
| 30D | -2.4% | -2.9% | +0.5% | -2.0% |
| 3M | +8.3% | +23.8% | -15.6% | +4.5% |
| 6M | +0.7% | +26.2% | -25.5% | -3.5% |
| YTD | +5.3% | +21.6% | -16.3% | +1.5% |
| 1Y | -9.1% | +11.4% | -20.5% | -11.4% |
| 3Y | -19.7% | +21.3% | -41.0% | -24.6% |
| 5Y | -31.3% | +6.7% | -37.9% | -35.6% |
| All | -3.1% | +16.6% | -19.7% | -19.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling