-27.5%
ZBH vs DD
+58.1%
-85.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.6% | +3.0% | +1.2% |
| 7D | -4.9% | -3.8% | -1.1% | -3.9% |
| 30D | -3.2% | -9.2% | +6.0% | -0.6% |
| 3M | +5.8% | -9.0% | +14.8% | +8.5% |
| 6M | +2.0% | -5.0% | +6.9% | +2.7% |
| YTD | +5.8% | +7.4% | -1.6% | +2.4% |
| 1Y | -7.9% | +35.1% | -43.1% | -17.6% |
| 3Y | -19.4% | +43.2% | -62.6% | -30.9% |
| All | -27.5% | +58.1% | -85.7% | -40.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling