-20.5%
ZBH vs DD
+42.2%
-62.7%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.6% | +3.0% | +1.0% |
| 7D | -4.9% | -3.8% | -1.1% | -4.1% |
| 30D | -3.2% | -9.2% | +6.0% | -1.2% |
| 3M | +5.8% | -9.0% | +14.8% | +7.9% |
| 6M | +2.0% | -5.0% | +6.9% | +2.5% |
| YTD | +5.8% | +7.4% | -1.6% | +3.4% |
| 1Y | -7.9% | +35.1% | -43.1% | -15.3% |
| All | -20.5% | +42.2% | -62.7% | -29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 3y: compounded portfolio wealth divided by compounded DD 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…
3y analysis · Full analysis span regression · 6 months rolling